not exactly relevant to computer fans, but in case of your usual standing fan you need a way larger kick to get it going. if it fails to start but stays powered it will stay stuck, heat up and fail. this is why fans usually have the highest option as the first one, so you have to start it at full speed at first, and only then reduce it.

Fans have a minimum speed needed to spin up when cold starting from 0 RPM. So it's safer to start at near max RPM and spin down to the desired target RPM if the controller doesn't know the exact operating characteristics of each fan.

You can observe this with a speed control knob/ESP32 where a running fan will happily run forever with the knob turned down to e.g. a 30% duty cycle. But after turning to 0% and waiting for the blades to fully stop, if set back to the same 30% they won't move at all or you'll maybe hear a sketchy clicking/whine sound with the blades intermittently twitching.

You also want to be sure that, in the absense of fan-control, the CPU won't overheat. Full-on is safer than nothing until a driver is loaded.