We'll get a couple of mis-information bits fixed here, then answer the main question. 3-pin fan headers can ONLY work in Voltage Control Mode (aka DC Mode) because they have no Pin #4 to send out the PWM signal. However, 4-pin fan headers come in confusing varieties. The fact that the header does have a Pin #4 does NOT guarantee that it is using PWM Mode. Some use only PWM Mode. Some use only Voltage Control Mode - in other works, they operate just like a 3-pin fan header with a useless 4th pin. Some offer you an option in BIOS Setup to set which of those two modes the header uses. And some claim that they automatically detect which type of fan you have plugged in and adjust their Modes accordingly all by themselves. (However, see the next note - it is possible to "fake" automatic fan type detection by using only Voltage Control Mode.)
The speed of a 3-pin fan can be controlled only by Voltage Control Mode (aka DC Mode). The speed of a 4-pin fan can be controlled but EITHER mode. When the signals it receives are of the Voltage Control Mode system, the control is not making optimal use of the new 4-pin design, but it still can control the fan speed. A 3-pin fan plugged into a 4-pin header that actually is using PWM Mode will run at full speed all the time.
Almost all mobos today use PWM Mode by default as the control Mode on the CPU_FAN header(s). MANY offer you the option to change that to Voltage Control Mode, and some claim automatic fan type detection and self-adjustment.
For SYS_FAN or CHA_FAN headers to be used with case ventilation fans, some mobos offer the option of setting the mode in BIOS Setup or claim self-adjustment. But many merely use only Voltage Control Mode even though they use 4-pin headers. This does work for both fan types, although it's not ideal for 4-pin fans, and it does not work with fan HUBS.
Now, OP, what you have done is likely correct. The EKWB website installation instructions indicate that the pump unit's 4-pin fan connector should go to the CPU_FAN header and that the pump does use PWM Mode. They also say the radiator fans should all be connected to a mobo CPU_FAN header, too, and that they supply a Splitter for this with models that have more than one rad fan. The fans, also, use PWM Mode.
Since your mobo has TWO headers marked CPU_FANn, they are the correct ones to use. It is very likely that your mobo was set by default to use PWM Mode on both these headers. And importantly, both of them will use the temperature sensor inside the CPU chip to guide their cooling controls. The SYS_FAN or CHA_FAN headers elsewhere on your board use a different temperature sensor on the mobo to guide their case ventilation fans.
There is one small point not clear in their instructions. Some liquid cooling systems for CPU chips are designed to run their pumps at full speed all the time, and advise you to set the CPU_FAN header that the pump uses to that configuration, rather than letting it use its default automatic speed control on the pump. Then these systems do all the CPU cooling control by allowing the mobo CPU_FAN header's automatic control system to change the speeds of the radiator fans. Other systems allow both fans and the pump to have their speed changed. The only mention of something like this on the EKWB site is in the context of using the system for more than one cooling loop - for example, a second loop through a separate heatsink block on a GPU chip on your video card. In that case, EKWB anticipates that the longer tubing runs will reduce the liquid flow rate, and recommend you force the pump to run full speed all the time. The just do not make a clear statement about this for the case of only a single cooling block on the CPU chip.