The default setting for the CPU fan in the UEFI is Full On, no doubt for safety reasons, but you can, and did, adjust it from there.
You seemed to skip Automatic for some reason, but that works too. Set to Automatic, choose the lowest Target CPU temp, for the quickest response, and then select a base fan speed setting, 5 for a start. You should have the AXTU program installed, so you can change the fan speeds in Windows, and find the best base setting for that fan.
When in Windows, start AXTU, go into the Fan Speed control. You will see the speed of that and other fans, if installed. You can then change the speed level up or down, and click Apply. You can see the CPU and board temps on that screen, and of course hear the fan, and balance CPU idle noise and temp as best as possible.
Not quite as nice as I've seen on other boards, and seems a little slow to respond, but it does work.