If the fan doesn’t properly handle implicitly turning off when the 0 / off speed is sent, couldn’t you customize the fan speeds to remove the ‘off’ speed then add a separate on/off switch tile for the same fan right next to it?
If the device also implements the Switch capability and uses that for controlling if the fan is on or off, you should be able to add another copy of the device to your dashboard and then change the tile layout to Switch Tile or Switch Level Tile.
That might end up looking something like the following:
If the fan is still reporting the speed as ‘medium’ or whatever while it’s off, you’ll probably want to disable the animation on each of your speed customizations. The downside being that you won’t see them when the fan is ‘on’, but you’ll have the tile right next to it to make that more obvious.