Actually, I forgot that your motherboard has BIOS Flashback functionality, so ignore what I said here;
You will need to update the BIOS with the older CPU installed... so only once the BIOS has been updated can you install the new CPU.
You don't actually need the i5 installed to update the BIOS.
Kold wroteDo I have to download the i9 BIOS while I have i5 CPU on? I already updated my BIOS to the i5 version
Yes. If you install the i9 without the relevant BIOS, then the system will not boot. Your motherboard did not need to be updated to support an i5-8600k.
Kold wroteVersions of BIOS
What is this a screenshot of?
Kold wroteLike the picture, I updated my BIOS to the i5 VERSION.
What is the actual BIOS revision that you are currently running?
This is the download page for drivers and BIOS updates for your motherboard. This is where you should be getting the BIOS you're using.
From what I can see, Version 1602 seems to be the first revision that supports the 9900k. If you're running Version 1602 or later, then you don't have to update BIOS to support the 9900k.
If you do have to update the BIOS, then you can do so with either the i5 or i9 installed. The system just won't boot with the i9 installed, until it has the BIOS to support it. However, you can use USB Bios Flashback without a CPU installed at all so if you've got the i9 in the mobo and need to update, you can just use BIOS Flashback.
If you have the i5 installed, then you can just boot into BIOS and update it in there, then install the i9 and you're good to go. Either way works just fine.