Probably nothing wrong at all. Two possible explanations come to mind.
ALL mobos do this at start up: start all the fans under their control at full speed to be sure they do start. Then, normally within 5 to 10 sec, they get temperature readings from things and start to use their automatic fan control system to slow them all down to what is required in the cool system. If you are fast at logging on, it may appear that the fan slow-down is related to Windows start-up when it is not.
It is also possible that your system has a different set of hardware to manage the cooling systems from a third party, and the mobo does not do that job. In those cases, a common design is that appropriate software supplied by the emaker of that hardware must be loaded by the OS (Windows) after it starts up to take control. In those cases, the system may well be set to start at full speed (again to ensure start-up) and wait for the software to load and start to control. In this case, the delay until the fans slow down will be longer and really may NOT slow them down until a short time after Windows is started.