A brush-less fan is normally low on radiated EMI and is more likely problematic on conducted EMI (e.g. EMI current in the power and ground wires) There can be EMI radiated from the power / ground wires too, just like any signal wire.
I would suggest running the fan from an isolated / separate power supply (e.g. wall wart), with fan wiring away from your BITX40, and see if the "RF noise" persists. If you are happy with the results, than discuss build options. How the fan is physically wired, ways to filter. In the case that the EMI affects RX quality, but not TX quality: one possible solution is to just power the fan on transmit, which would be fine if your total thermal solution can handle 100% TX duty cycle.
Simple filtering schemes have a series resistor on both power and ground close to the fan and a capacitor (or numerous capacitors of different decade values in parallel) electrically shunted across the fan.