I see the problem. The basic functionality of the processor, including Zen 3, will be guaranteed in any case, i.e. a POST will be possible even without a BIOS update. Afterwards, however, a BIOS update is needed for the system to run stably. Zen 3 requires the firmware AGESA Type 2 v1.0.8.x. This was rolled out at the beginning of September 2020. You asked your question in June 2020. The answer is therefore: No, if you bought the board in June 2020, you need a BIOS update to enjoy all the features of the new processor generation.
Bios flash works without a processor and without Ram, only with a USB stick and the flash Bios button above the first USB connector (rename Bios file to MSI.ROM and copy it to the root of the USB stick). Only ATX 24-pin and the two CPU power supplies must be connected to the power supply unit.
On the current MB there is even a sticker on the packaging that says 3rd Gen ready, i.e. it works without flashing. What is bizarre is that MSI advises against bios updates on its website.