That's because 2666 is the highest default clock speed DDR4 will allow and are called "stock speeds". Anything above that requires enabling XMP profile. So if you find a compatible 4400mhz kit, it will still ONLY RUN AT 2666 Mhz by default, until you enable the XMP profile for that ram in the motherboard's BIOS.
Which is why your MOTHERBOARD comes with a QVL, not your CPU. It's the BIOS on the motherboard that detects all the hardware (HDD, RAM, CPU, GPU,...) and let it communicate with each other. Your cpu only "processes" all data requests of any kind. (Which is why it's called a Central PROCESSING unit)
If the boards BIOS doesn't detect any ram, the system won't even begin to boot, so your cpu wouldn't even begin to process any data.
As i said, just because it's not listed, doesn't mean it wont work. It just means the board hasn't been tested with that memory kit. New memory capacities and modules come out more frequently than motherboards are designed. Manufacturers can't possibly test every board model with every memory brand, capacity kit, frequency,...
Proof of that is my memory kit.
I have that exact same board, almost the exact CPU (i'm running the 9900k, ks didn't exist back then) and i'm using a Corsair Dominator Platinum RGB 32GB kit with model SKU CMT32GX4M4Z3200C16. That SKU isn't listed on the QVL (as it hasn't been updated since march last year i think). However since it's top of the line Corsair (Dominator is the most expensive and premium ram model line they have), i was pretty sure it was gonna work. And it is, it's running even higher than advertised using XMP. My ram is "advertised" as 3200Mhz compatible, it's running just fine at 3333Mhz.
However keep in mind, the higher you go in frequency, the bigger the chance of memory instabilities if it's not listed on the QVL. Which may require manual intervention to "clock down" the memory speed to get it stable.