Exact same issue here with the Ryzen 7 2700x - be aware though; I've downloaded the wrong software at first, when you get the message: "Plug in your CM device to get started" - it's for the MAX cooler, NOT Prism with the Ryzen 7 2700x CPU. The version you need, is called: "Wraith Prism V.1.15.exe" and then your cooler shows up in the software. OR it's because the USB pin on the motherboard is facing in the wrong direction, try turning it 180 degrees. (POWER OFF SYSTEM FIRST!), and you also have to connect the cooler to the RGB pin on your motherboard.
BUT - I can now run the software, but every change I make in colors then press apply, nothing happens - There's the Ring LED, FAN LED, Logo LED - neither changes color no matter what I do, and yes it's connected to the Motherboards RGB pin + USB pin (MSI X470 Gaming Plus)? Any advice would be appreciated!