Do NOT change your connections.
From your screen is appears you have made the connections as instructed for that Corsair iCUE Elite AIO system. For that system the cable from the PUMP should go to the CPU_FAN header, and that is where the iCUE software will look for the PUMP speed. Your screen says the "fan", (really, the PUMP) on that CPU_FAN header is running at 3300 RPM, typical for a pump. You have nothing plugged into the AIO_PUMP header so it shows no speed there, and that is the CORRECT way for this system.
In this cooling system the iCUE software takes over all control. You will find the speeds (and controls for) the PUMP and the RAD FANS in iCUE properly labelled, and you will NOT find the rad fan speeds on any mobo fan...