Why does turning on/off one appliance make the other turn on/off on a power board?
Essentially what is happening is that when you turn on the fan, as it uses an electric motor, it draws a fairly large current surge as the motor comes up to speed.  This is evidently enough to cause your elliptical machine to respond, perhaps it sees the AC voltage drop enough that it resets or perhaps there is some other form of interference.  The power strip that you are using (without going into the technical details) means that the elliptical machine is more affected that it would be if it were plugged into its own wall socket.  What you are seeing isn't dangerous in itself, but check that the total power of everything that you plug into the power strip doesn't exceed the maximum rating for the strip.