strange problem with a DC motor
The power supply is probably not capable of providing the necessary current. The fan may seem to be lightweight, but the inertia may still present sufficient load to pull enough current to shut down the power supply. As soon as the power supply shuts down, the load drops and the power supply recovers.

Unfortunately the seller does not provide full specifications. The motor is likely to pull 10 amps or more during acceleration. With nothing on the shaft, the motor comes up to speed before the power supply reacts to the high current. The current may not even rise to the maximum during the quick, no-load acceleration.

The power required to drive a fan is proportional to the cube of the fan speed. If you measure the voltage and current at one speed and calculate power = V X I, the required power will be multiplied X 8 at 2 X speed and X 27 at 3 X speed. Since the required voltage is proportional to speed, you need V X 2 and I X 4 for 2 X speed and V X 3 and I X 9 at 3 X speed. Those numbers are a rough guide since they don't account for motor losses.

If you buy a motor that has published specifications like a Mabuchi motor, sufficient data is provided to determine the current for long term operation without overheating and the corresponding voltage, torque and speed.