LED Light in Ceiling Fan only works with a non-LED next to it
LED bulbs work by using a power supply board (called a "driver) that converts your AC line to low voltage DC. The driver board takes very little power at first, then it excites the LED to make it glow and pulls a little more current. If your fixture uses solid state relays (SSRs) as the dimmer inside, those often require a minimum amount of current flow in order to function. If the LED driver current consumption is at or below that threshold, the SSR dimmer in the fixture fires, but will not stay on because there is not enough current flowing so it turns off again. When you add an incandescent bulb, you add enough current so that the SSR functions. This is what JPhi1618 meant when saying that the dimmer in the fan may not be compatible.