Well, it should be no risk on boards that have supported the Ryzen 3000 series from the start, like MSI's "Max" lineup. The Max boards are just a very minor update of the original versions, and their main feature is support for Ryzen 3000 without requiring a BIOS update.
Even the non-Max versions of many of MSI's B450 boards included support for flashing the BIOS without a compatible CPU installed, so those could be okay too, though they require some additional steps when assembling the system.
Most other B450 boards were originally designed for the 2000-series processors though, and don't include a way to update the BIOS for the newer 3000-series processors, unless you happen to have a supported 2000-series or older AM4 processor on-hand to perform the update with. Many of those manufactured after the 3000-series launched may have been updated to a compatible BIOS, but it's hard to tell if you might be getting older stock when ordering online. That's why giving them a new product name, like MSI did with their Max boards, is a good idea. I believe AMD still sends out loner CPUs to perform BIOS updates for those who need them, but that could potentially be another couple week delay when building the system, so it's probably best to get a board that you know should work with the processor.