This phase III trial compares the combination of four drugs (daratumumab, bortezomib, lenalidomide and dexamethasone) to the use of a three drug combination (daratumumab, lenalidomide and dexamethasone). Bortezomib may stop the growth of cancer cells by blocking some of the enzymes needed for cell growth. Chemotherapy drugs, such as lenalidomide, work in different ways to stop the growth of cancer cells, either by killing the cells, by stopping them from dividing, or by stopping them from spreading. Daratumumab is a monoclonal antibody that may interfere with the ability of cancer cells to grow and spread. Anti-inflammatory drugs, such as dexamethasone lower the body's immune response and are used with other drugs in the treatment of some types of cancer. Adding bortezomib to daratumumab, lenalidomide, and dexamethasone may be more effective in shrinking the cancer or preventing it from returning, compared to continuing on daratumumab, lenalidomide, and dexamethasone.