Well, it's possible. I've seen it 3x times in over 30 years, almost 40 really, so it can happen. Chances are astronomically slim. It's more likely there's user error (sorry, but that's the leading cause of cpu issues on a build). The sockets for the power plugs have never seen usage, kinda like a brand new pair of leather shoes is somewhat stiff, so seating the 2 power plugs all the way can be difficult. Because of manufacturing processes, sometimes a pin itself might not be fully seated and when you put the plug in the socket, it pushes its way out, so there's no power to that pin.
Sometimes the effort of putting the cpu into the socket can lead to bending pins, quite often its a cause of memory errors but just as often it's cpu/motherboard safeguards not allowing power to the socket if there's a short.
The best way to see is what's called breadboarding, you pull the motherboard out of the case, putting it on a thick piece of cardboard. only hookup the 2x power, 1 stick of ram, cpu and cpu cooler fan. Considering you could possibly have bent socket pins, checking this is a priority before applying any more power.