At least that indicates that you have power to the computer.
Just for the heck of it, connect a different monitor and see if you see any video. Could your monitor be bad or turned off?
If all the fans were working and there were no Debug LEDs lit, at least, that indicates no hardware problems, at least initially.
Turn on the computer and let it go on by itself and see what happens. Does it sound like it is booting into Windows even though you have no video?
While doing this test be sure to keep an eye on the CPU fan to make sure it is working all the time unless the computer shuts off.
Here are some pictures from your Motherboard's Manual about resetting the BIOS:
Looks like you don't need to remove the CMOS Battery to reset the BIOS to default. Just short the JBAT1 using the shorting clip from the motherboard.
If your CPU was bad, the Motherboard's Debug LED should be lit showing CPU Failure.
Do you have a separate GPU card installed or are you using solely the Ryzen integrated Graphics for your computer? If you are using Ryzen APU Graphics through the motherboard's video ports, no wonder you are not getting any video if the APU is not working correctly. See if you can install a separate GPU card and connect your Monitor to it. You might finally get video and be able to enter BIOS on your motherboard.
I have attached the MSI Manual to this post for you to look at or download. It is not a very good Manual. Doesn't explain at all about any BIOS settings like other manuals.