What do you mean it doesn't change? Did you change the control to voltage in the BIOS options? Did you set a fan profile for that fan? You need to realize too that case fans typically are controlled by a different thermal sensor than the CPU cooler, and they won't react as fast to thermal changes because the motherboard thermal conditions don't go up and down fast like the CPU thermal sensor does. Some motherboards allow you to change which thermal sensor is used for the control of each fan location.
Yours can do this as well. The setting can be found under the Fan Control Use Temperature Input setting in the Smart Fan 5 controls. You can choose to control the fan speed based on CPU, motherboard, VRM, etc. However, none of that is going to matter if you don't set the fan header to DC (Voltage) controlled like I said before. If it is left set to PWM, there will not be any control because that is a three pin fan, not a PWM fan.