That makes no sense, the fan should run anytime there is enough power to have any smoke out of the heater. They're hard-wired together! It ran like a top here, I did replace the regulator as it was toasted.
Are you running in command mode with 18 volts on the track? Did you toggle the ban on with the AUX1-9 key sequence? Is the fan switch on the locomotive on?
It's really odd that you have no sound on the rollers, I never have that issue if I have power.