Hmmmm maybe it's because all a fan does is circulate the same hot air and so people think they're getting relief but, they end up overwhelmed by the heat.
haha, they actually think that the fan blowing on you all night can cause hypothermia.
also, some believe that the fan chops up air molecules, thereby making it unbreathable.
Oh WEIRDOS...at least my explanation made sense...WOW is all I can say about that.