I figured out the culprit in the problem I've had with my mobo's (ASUS Prime X470 PRO) RGB lighting!

I remember the first time I had similar problems. I simply moved my SSD with Windows from my old mATX board to this one, and I couldn't get AURA working properly; it simply wouldn't load on startup or when I open it myself. I did a fresh installation in an M.2 SSD and AURA was working properly.

This time, however, I updated the BIOS of this same board and I had a similar problem. I did another fresh installation of Windows and I'm no longer having this issue. 

I tried to downgrade the BIOS to the launch version, but it wouldn't let me. As it turns out, these new BIOS versions added compatibility with AMD Ryzen 3rd (3000-series) gen CPUs, and the old versions do not have that compatibility; they wouldn't POST with a Ryzen 3rd gen. It's like getting a new motherboard! Upgrading to this new BIOS firmware was like booting up my Windows installation on an entirely different mobo.

Now I know why AURA didn't work properly for me.