If your Corsair device is not being detected in iCUE, it may be because there is a compatibility issue between your Corsair device and your current iCUE version. Some devices require iCUE to be updated to version 4 or newer, while other devices are not compatible with iCUE version 4 and require an early version of iCUE to be detected.
You can see a full list of devices that are compatible and incompatible with iCUE version 4 or newer by reading this article.