I just build a mid-range gaming PC. CPUs don't have RGB, memory modules don't have RGB, some overpriced motherboards have RGB, HDD/SSD don't have RGB, some overpriced GPUs had them but I was looking for value for money.
Memory modules do have RGB, but you specifically have to buy them (they're the exception, currently). CPUs don't have RGB, but the fans that are going to be mounted on them may be (Ryzen's CPU fans that come with the CPUs have them iirc). I don't see HDD/SDD going the RGB route considering they tend to be somewhat obfuscated, but the faster storage sticks that are all the rage in gaming PCs now may be a candidate (I say that mostly because of the RGB memory modules mentioned earlier).
It is a trend I wish didn't happen, honestly, but I know it is a case of trying to consolidate and appease two audiences (performance hungry users and enthusiasts) so it is what it is.
The AMD Wraith Spire is a stock heatsink and comes with lighting except on the APU models.