This can happen for 1-2 reasons:
1) You haven't given the system enough time to drop into idle mode (after running your monitoring software) which should be Ryzen Master--give it a minute or two with no mouse/keyboard activity to drop into idle so that you can see the cores sleeping.
2) If it's running at 4..2GHz when you've allowed it sufficient time to drop most of your cores into sleep mode (in Ryzen Master's "Home" setting, they'll say "sleep" when cores sleep), then that means you have something running in the background that is keeping at least one core busy. Pull up the Task Manager to try and isolate the errant program.