Well, momentum.
Energy has been converted into the turning force. The fan spins, a lot,, gaining momentum. Once the power is off it still rotates as it has to continue releasing the momentum it had built up, but also slows down.
Try it with a liquid in a glass, stir it with a spoon quickly for a few seconds and remove the spoon. The liquid still spins, because you applied a turning force and the energy still has to go somewhere.
Humans can control momentum- if you spin around really fast for a while, you might stumble a little bit you won’t keep spinning — but you will get exceptionally dizzy after