Question pc running below expectations

16GB DIMM DDR4 clocked @ 2133MHz
i5-9600KF
Supported memory: DDR4-2666MHz

Asus ROG STRIX B360-F GAMING
DDR4 2666MHz and higher memory modules will run at max. 2666MHz on Intel® 8th Gen. 6-core or higher processors.

Your 3000MHz memory is the wrong memory for that motherboard. It looks like you need to set the memory manually. To what, 2600MHz memory clock speed, DRAM voltage DRAM timings are up to you. It also looks like you don't know how to set the memory parameters and don't realize you bought the wrong memory hardware.

It does not say the speed will be set to 2600MHz (the max) automatically. It just says that is the max speed memory can go.