First of all, MSI MAG CORELIQUID 240R / 360R are affected by a common fault, see https://www.msi.com/Landing/liquid-cooler-swap-application
MSI are well aware of this and will RMA an affected cooler no problem.
Secondly, MSI are known to build "not ideal" pre-built systems. This example is the version with an i7-10700 and a GeForce 2060 (so, one generation before yours):
With this particular system, they found:
- a bent M.2 SSD
- "catastrophic thermals" with thermal throttling of the CPU (despite using a decent enough CPU cooler)
- non-existant fan curve (fans set to constant speed), but even with fans maxed out, CPU temperatures still approaching 100°C quickly and throttling
- too optimistic power limits (255W PL1/PL2) which the cooling can't handle
- badly ventilated MSI case (too restrictive front panel design)
- XMP for the RAM not enabled in the BIOS
- Custom power plan "Ultimate Performance
" (instead of "Balanced") which "simulates" 100% load for certain operations, like copying files, and needlessly increases power draw.
- bloatware like Norton Security, causing CPU load and annoying notifications
A few of these points are valid for a lot of pre-built systems, and they previously made another video
about how pre-built PCs often have these shortcomings.
But this is a rather large collection of negatives in one pre-built PC.
Not saying these all apply to your system as well, but check what does apply, and see if you can find a solution.