How do you mean turn off/on? The rgb lighting or pump/fans?
Is Helldiver 2 the only game you play where you notice this, no others? No game would interfere on the mechanical aspect of a cooler but guess it's possible with rgb lighting, could depend what else software wise is installed too, like nzxt cam, might cause a conflict.
Check power connection and header to the motherboard. Not exactly sure of the issue so just suggesting stuff.
List entire pc specs also and monitor cpu temperature.
Aio pumps don't last forever, if your aio is on it's way out id consider going air instead if you have the room for a tower heatsink and enough air flow.