Mobo fan headers have THREE main functions. The first is to provide power to the fan; the second is to alter the power settings to adjust the fan speed according to its pre-programmed settings (IF you use the Standard fan Profile) or to some setting you make. The third function (and vital, too) is to monitor the speed signal coming back from the fan for FAILURE, which is based on the fan speed. If the speed is less than some pre-set minimum, the mobo calls that a failed fan and takes action. On some mobos, the low limit that triggers failure detection is pre-set and fixed; on others you can change that limit.
If fan failure is detected, the mobo's first action is to send the fan a "full speed" signal to get it to re-start. If it gets a good speed signal after that, it allows the fan to return to the current "proper" speed by sending out the same speed signal it had just before failure. If the fan does not re-start, it puts out a warning message on your screen so you know about the problem. In the case of a CPU_FAN header, because CPU cooling is absolutely necessary, it may take more drastic action and actually shut down your machine - depends on how your BIOS is programmed. In any case, though, this system is NOT going to allow you to run your fan slower than the low-speed limit without taking any corrective action.
I suspect that, whatever fan speed settings you have in place - either the Standard pre-programmed "curve" or your own custom "curve" using the Manual Profile option - the minimum speed signal being sent out to it at low system temperatures is so low the fan runs at less than the low limit, even if it IS actually turning. That causes the mobo to call it a Failed Fan and try to re-start it, which works! So, it returns to sending the fan the same speed signal it was before, and the fan repeats the same problem!
In one of your posts above you say you set the fan minimum speed at low temps to nearly off, and that did not solve your issue. Well, what you did was make SURE the fan would run so slow it triggered the fan re-start remedy.
I suggest that, to start, you go into the CPU_FAN configuration screen and set it to use the Standard Profile, then hit the "Apply" button - see your manual, p. 3-7. Now hit the Exit button or use the Esc key, and if that takes you back to the main menu (see p. 3-3), use the F10 key to reach the Exit Menu (p 3-18). There choose Save Changes and Exit, and your system will reboot. Run that way to see if you fan problem is still there.
If you still have the problem, go back into the CPU_FAN configuration screen and NOTE the speed setting it is using for minimum temperature - see p. 3-7. Now choose the Manual option at bottom and set up your own custom fan "curve" (p.3-8), ensuring that the lowest speed set is HIGHER that it was before. Go through the Save Changes and Exit step, and see if you fan keeps on running slowly at low workload, instead of stopping and re-starting.