It seems most likely to me that you are holding left or right while in the air. To avoid slowing down simply hold nothing in the air.
Nothing in the rules seems to say that you can't so I think its perfectly fine! Just don't make it obnoxiously loud I guess.
So I don't know if this is well known or not but I've seen a lot of people get stopped by this fan before and just wait for the cycle to end so I thought I'd share a trick I'd found. Today as I was practicing the level I realized that if you get stopped by the fan you can simply roll under the fan and it won't stop you from going through! If done correctly it should save time from just waiting the cycle out. Just be sure to roll for long enough or the fan will suck you backward. It's also important to remember that you won't have very much horizontal momentum when you jump after the roll.