You can have your custom voltages and clock speeds and also have zero rpm enabled but as soon as you enable custom fan mode, zero rpm feature is disabled. It's not a bug, it's a feature. They disabled it, idk why..you can open a support ticket and ask them lol.
You can try with the latest MSI afterburner beta version...if I remember correctly I saw in the release notes something about zero rpm feature for amd GPUs. I'm not sure, I didn't try it because I'm not using afterburner.