Prime95 stress test and XMP profile

While XMP is usually fine to just turn on and leave running, you are still overclocking your memory, and there's always a risk of instability. XMP/memory overclocking are dependent on other hardware besides your RAM: your motherboard and CPU. Just because the XMP profile is listed at a certain speed/timing, doesn't guarantee it will work with every single combination of motherboard and CPU. Also, technically speaking, the XMP profile that's set on RAM is specifically for XMP in Intel-based systems. AMD based systems have their own "XMP" setting, but manufacturers will have it named something different depending on the brand. You might see names like DOCP, AMP, aXMP, and others. Sometimes there are cases like this where XMP just doesn't want to play nice. It's rare, but it happens. 

Second, X570 boards were known to have some funky early BIOS issues. Speaking from experience, I had a set of memory installed on my ASUS ROG Strix X570-F board that wouldn't even POST every time I had DOCP turned on, whereas a previous board had no problems. I updated my BIOS and was able to boot without any issues. I don't know if this would affect your case since you're able to boot into Windows without any issues already, but it's worth a shot. 

Also, if you try other stress tests, you may find that you don't have any issues with other ones at all. Prime95 is kind of the end-all-be-all for stability if you want to truly guarantee there's absolutely no problems, but if you can pass a host of other stress tests, but not Prime95, you're probably still fine for daily use. Obviously in an ideal world you'd want to be able to pass everything including Prime95, but it is important to understand that Prime95 represents an extreme level of stress on your system that you will probably never hit even under heavy usage.