I can attest to MSi's crappy board design... I bought a MSi X570 MPG Gaming Pro Carbon WiFi motherboard, their TOTL MPG series board and it was a piece of crap with a 5+2 phase VRM design. Using a 105-watt AMD Ryzen 9 3900x would drive the VRM temps to 95+ degrees C and the motherboard would throttle down the CPU speed until the VRMs cooled down (e.g. thermal throttling).
MSi was of no help, claiming that you cannot trust online reviews. They said they would test a system for me to verify if there was an issue, except that they used a MSi X470 MPG Gaming Pro Carbon (which has a slightly better VRM design than the X570 board)and an AMD Ryzen 7 3700x (which is a 65-watt CPU). Obviously, this meant the test system is invalid to what I have.
I ended up buying an ASUS X570 ROG Crosshair VIII Hero motherboard which has a far better VRMs with a 7+1 doubled phase design (equivalent to a 14+2). The ASUS VRMs barely blips, hitting max temps of ~50 degrees.
Mind you, the MSi boards run perfectly fine with AMD's 65-watt CPUs. I built another rig for my grandson using the 65-watt AMD Ryzen 7 3700x. With that CPU, the VRMs top off at about 55-60 degrees, which is perfectly fine.
In the end, if you can return the MSi board, by all means do so. The AMD Ryzen 9 3800x is a 1054-watt CPU and it will give the board some issues. As a whole, ASUS X570 boards have really good VRM designs, even their low end boards. I would be wary of Asrock and Gigabyte low priced boards. While they are nowhere as bad as MSI, they can hit ~75-80 degrees.