I always connect everything together outside the case for the first boot, just prop things on top of the motherboard box and verify that it POSTs successfully before doing anything involving a case. It should be just one extra step to check the PCIe 4.0 settings. Is this not common practice?
I think its good practice but not common practice, nor is it efficient.
I personally think its a waste of time to pre-test a pc out of the case, I've build quite a bunch of them and only had issues with one so far *knocks on wood* to the point where I had to tear it all down again, so its been a net time gain.
Ofc i'm talking about standard hardware here, if modifications to the actual hardware were made, none of it would come near the case until its confirmed working.