Something isn't quite right, without the ram the board should remain powered on.
Can you take the board out of the case and place on a flat non-conductive surface.
Newspaper for example.
Check the CPU socket pins, sometimes if you are not careful when installing the CPU it is possible to bend the pins.
What CPU Cooler are you using?
If an after market water cooler (AIO), always tighten the screws progressively.
That is, do not fully tighten a corner, slowly work you way around each one.
Thermal paste?
If everything looks ok, power the board again on the news paper.
- Board
- CPU
- CPU cooler
- RAM
- PSU, 24pin and 8 pin connectors
- Power button switch, get your case power button wire close enough to reach the motherboard.
Should it still do the power cycle, turns on / off.
Disconnect the 8 pin power connector near the top of the board.
Power like this, if it remains powered on it could be CPU related.