Your assumption is basically correct: The Kingston 32GB DDR5 6000MT/s CL30 DIMM (2x) RAM should be compatible with the mainboard, as the mainboard supports DDR5 RAM with up to 6000 MT/s and Kingston modules can fit at this speed according to the QVL (Qualified Vendor List).
However, the RAM LED in the EZ debug may indicate problems with RAM compatibility, the BIOS version or the installation. A BIOS update may be necessary to ensure full compatibility, especially with newer or faster modules. You should also make sure that the RAM modules are correctly installed in dual-channel mode (identical pairs in the correct slots).
If the problem persists, we recommend checking the BIOS version and updating it if necessary, as well as testing the RAM modules individually to rule out defective modules.
RAM with 6800 MHz is generally allowed if the motherboard supports DDR5 RAM and the speed can be achieved through overclocking. The MSI Z790 GAMING PLUS WIFI supports DDR5 RAM with up to 7200+(OC) MHz, which means that 6800 MHz is within the possible spectrum as long as it is achieved through overclocking.
Thank you for pointing this out. We will be happy to pass this on internally to the responsible department and hope that this will be corrected promptly.