Question GPU does not turn on if i shut down PC

Jan 22, 2024
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Specs: CPU: Ryzen 7600x
MD: Gigabyte B650 Gaming X rev 1.3 - BIOS FA1
GPU: Asus Dual OC RTX 4060 Ti
PSU: Gigabyte UD750GM
RAM: Corsair Vengeance 6000MT/s, 36

This PC was built brand new a couple of days ago.

So, my PC is functional as long as I don't shut it down; restart always works, and sleep works most of the time. If I shut it down, the VGA light on my motherboard turns on, and the fans on the GPU are spinning, but there is no display.
If there is no display and only the VGA light is on, I can still unplug the GPU and connect the iGPU, and the display turns on. Then, I restart the PC, plug the cable back into the GPU while it's loading, and the GPU then works flawlessly. Additionally, the hard restore button on the motherboard helps to turn on the GPU. It's worth mentioning that even when the VGA light is on, the GPU is shown in the BIOS in the PCIe port.

From what it seems during the PC startup, the motherboard turns on, then shuts down, and the second time it starts, it shows the VGA red light while making a speaker noise: one loud beep and two beeps.

In another PC, the GPU starts normally without any issues.

I have: reinstalled Nvidia drivers and Windows, updated the BIOS, cleared CMOS, reattached the GPU to the motherboard multiple times, unplugged RAM sticks, performed stress tests, used different HDMI and DP cables on multiple screens and TVs, and kept the monitor on while it boots.

Could I have a faulty motherboard, or is it a software issue?
 
Nice to mention that I have noticed something, windows doesn't read the GPU after booting from Idle state. After reboot windows read the GPU normally.
Motherboard reads the GPU in any state.