I did reach the conclusion "then leaving the fan running should be okay. " And still believe so.
I.e., no harm to the GPU.
However, without a lot more information regarding the build, other fans, airflows, etc. some caution should be taken.
And even if all immediately seems well there is no guarantee that that will continue to be the case. Some other hardware, software, or a configuration change could cause things to go astray. Cumulatively or catastrophically.
RGB devices, controllers, software, etc. are often problematic and (to me any way) cosmetic effects are the last and least of the requirements for a well performing and stable build.
Watching the temperatures, fan speeds, performance etc. from the beginning takes little time and effort.
And may just save the system from the "law of unintended consquences" Or Mr. Murphy shows up.....
Simply the proverbial "abundance of caution".