Just double checked the CPU installation ... looks good.
Discussion
Disconnected and reconnected PSU. Nothing.
Pulled out memory tried booting without them. Nothing. Reinstalled them. Nothing.
Integrated graphics, or separate card?
Integrated graphics.
https://www.gigabyte.com/Motherboard/A620I-AX-rev-10#kf
Going to try a different power supply, and if that don't work, contact customer support.
Tried a different PSU. Still nothing. Went through Gigabyte's long online questioning, and then finally submitted my problem. Will see how it goes.