Vga light remains ON

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Hey guys, 
I just build my new system,
Ryzen 5600x
Msi Suprim 3070
Aorus B550 Pro AC wifi (rev 1.x) motherboard
16gb 3600mhz ram
Coolermaster 750W full modular psu.
Dell s2721dgf monitor.
My problem is that the VGA light on my mobo stays on, it takes me about an hour of restarts and re-plugging of graphics card and/or DP cable to get the system running, when the system is running, it functions super smooth untill I shut it down, the the problem repeats.
Graphic card is getting power, the rgb on it lights on and fans spin. Monitor is working as well. 
Can someone please help me with this?

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