Why is my notebook turns off when under load?

I have a brand new Asus Zephyrus M GU502GU notebook (i7-9750H, GTX 1660 Ti, BIOS v307). I did some stress test using the Intel Processor Diagnostic Tool and realised that when the notebook in ‘Windows’ or ‘Balanced’ mode, and when the test reach the ‘Math’ section it will turn off instantly and do a restart. Another thing I realised is that in these modes the notebook's fans are too slow i think. It runs about 3000 rpm. It does not do throttling, just turns off. Is it OK, or the notebook is faulty? In turbo mode, the fans are running max speed (6300 rpm), while the temperatures are about 85-90c and the test is passing.