Five Nights at Freddy's - Why doesn't he just switch it off?

Because the fans are creating air friction as they move. Also, since he's "behind" the fans (which is to say he's on the side that sucks in air, as opposed to blowing it out), odds are he's not getting any cooling there. The motors will also generate heat from continued use.

Not being able to move under all the fans would also probably cause him to be insulated pretty well, raising his body temperature.

Good enough?