I don't know what sort of communication/cooperation EVGA maintains with MSI or other motherboard manufacturers, so I don't know if anyone will even care about this bug I'm reporting.   
But, since the MSI TOMAHAWK B450 MAX is a very popular board, it seems like someone should care, or at least have some thoughts or suggestions to share.

The Bug
My GTX 960 doesn't work in the primary PCI-E slot.  
When inserted in that slot the screen remains black, the system doesn't post and the VGA error light on the board is lit.  
That same GTX 960 does however work in the 4th PCI-E slot.  
My GTX 560 works fine in both slots.  

Motherboard
MSI B450 TOMAHAWK MAX (MS-7C02)  
Ver 1.0  
BIOS ver: 7C02v35 (E7C02AMS.350) (2019-11-11)  

GPU
EVGA GEFORCE GTX 960 FTW ACX 2.0 SLI  
P/N: 02G-P4-2968-KR  
UPC: 8 43368 03359 0  
EVGA143 REV 1.0  

The Slots (from the manual)

Primary PCI-E slot:

•        3.0 x16
•        1st, 2nd and 3rd Gen AMD Ryzen™ processors support x16 speed
•        Ryzen™ with Radeon™ Vega Graphics and 2nd Gen AMD Ryzen™ with Radeon™ Graphics processors supports x8 speed
•        Athlon™ with Radeon™ Vega Graphics processor supports x4 speed

4th PCI-E Slot:

•        2.0 x16 slot
•        Supports x4 mode