PCN-112D3MHZ Relay not released
It is because the fan is an inductive load. The relay is rated for 3A resistive load. Sometimes you will be switching the relay off when the current through the fan motor is at a peak, and hence you will get a high voltage surge - causing the contacts to arc, this tends to weld the contacts together.

I suggest you use a solid state relay with zero crossing switching for this instead.