You should contact customer support. If you bought it from AMD directly you should have received the code since they're running the promotion. So, yeah, contact support.
These promos are fiddly, 3 years ago I bought a 3700X and expected to get an AC Valhalla code but didn't get anything and after talking to support turned out Amazon germany purchases were not qualifying for the promo (because reasons, I guess). It could be that you simply got a CPU from an older batch before these promos started running but in that case I think you should still get the code if you contact AMD directly.