Hi TVLD, Inc and welcome to the forums.
The Design moving head series's fans power down after the fixture cools to a certain point with the lamp off. It is nice because it allows you to leave the fixtures on all the time without the fans running. Just simply turn off the lamps and walk away. It also let's you know when the lamp is cool enough to power down. You should be able to change this setting in the menu if you want the fans to run all the time.