As far as I know and have heard, the LGA 1150 never comes with an RGB connector, which you can buy as an option today.

If you choose the Z370-E/F/I boards, you'll run better because they already have the RGB connectors.

My Z370-H Gaming motherboard doesn't have an RGB connection. That's why I bought the RGB LED controller, which works perfectly and makes my PC light up like a Christmas tree.