Different people have different sensory abilities. Some people really can't feel any airflow once the mask has a proper seal. Others can. Even with a fantastic seal, there is air coming through the mask at all times. If you are very sensitive to the feeling of moving air, you can (often) feel this air flow. You'll also be far more sensitive to noticing the intentional leaks from the vent holes in the mask, and that airflow is there 100% of the time AND it definitely increases as the pressure increases.
In my case I've been dealing with severely chapped lips off and on right from the start of CPAPing. Since I use nasal pillows, the problem is not the air moving into the mask (unless the pillows are angled incorrectly). In my case, the problem is the exhaust flow bounces off my bedcovers, pillow, or arms and back towards my lips, causing the chapping.
My guess is that if you are someone who dislikes sleeping under a fan in the first place, you'll be more apt to notice the air flow into the mask and the intentional venting out the exhaust vents and it will be more apt to bug you. Because in essence sleeping with a CPAP is like having your own personal fan blowing air down your throat.