What do you mean by "can't overclock the CPU"? In the BIOS you need to select the field, type the value you wish to change it to and then hit enter on your keyboard to make the change stick. If you simply click in the field, it's not going to go blank like in windows. You need to backspace and then you need to enter your value. You must hit enter after making the change in EACH field you change.
Honestly, if you lack the understanding of how to make changes to values in the bios, then making changes to overclocking values might not be the best idea until you are more familiar with the bios layout and behavior.
Yes, you are doing something wrong. No, you do not have a defective board. I see ten threads like this a week where folks who are not familiar with UEFI bios settings think that they are unable to change the field values when in reality it's simply that they are not understanding how to make those changes.
What is the exact motherboard model, because LGA1151 ASUS Pro is not a model number. It's a combination of the socket type and part of a model name.