as far is i know there is not available way to control it or turn it off by software or bios till now it's randomly changing the colors it self but there maybe would be updates in future to control it.
http://www.coolermaster.com/amd-ryzen-wraith-max-rgb-software/
with the software AMD made for it.
http://www.amd.com/en-us/innovations/software-technologies/cpu-cooler-solution
And you're using MSI gaming app? have are you sure that you have connected the RGB pins in the correct order?
The pins is in correct order
The gaming app said
"Application doesn't support this platform" I was called to msi call center they only said I have to wait for update version...