Fan buff icons tend to disappear together. If you have Condensed Wind and Wind Shield active, for instance, you see both icons. Turn either of them off, and both of the icons disappear, but deactivating the other still produces the 'turn off' message. It's also not clear as to whether the effects persist through death, since the 'on off' messages seem to convey mixed signals.
What should happen is: The buffs should be lost on death. Deactivating one should still retain the other on the screen. Without these clarifications, it's not obvious whether the skills are active or not.