I just had a thought.
I normally have my monitor plugged into the build in video card on the motherboard. For this I have tried it plugged into the video card, and into the motherboard. However I wonder if there are any settings I need specifically in my bios?
On the front page, it just says
If you are using an MSI Z270-A PRO; ensure you enable Above 4G memory option in the bios before connecting the nvOC USB.
But I wonder if the onboard video should be disabled or something...

I will try playing around with it more tomorrow.