3. CFL that causes the problem installed:
This will have a capacitor inside between L&N (plus various other components)
A tiny current flows from SL and charges the capacitor in the lamp, this causes the voltage on SL to rise gradually.
If the capacitor charge time is less than the time set on the fan, the voltage across the capacitor (and therefore on the fan SL terminal) will rise to a level sufficient to trigger the timer in the fan, which resets the timer and the fan keeps running.
Eventually the capacitor will discharge when the CFL tube conducts, this may be seen as a visible flash in some cases.
The cycle then repeats, with the capacitor charging again and resetting the timer in the fan.
This is related to the problem of certain CFLs flashing intermittently when off, or some LEDs glowing dimly, although in this case it only occurs if the fan has already started as the source of the current is the fan itself.