Where are you finding this? They are incorrect. Maybe what you are thinking is of the part about the entire plant using more water. Think of it like yourself, you sweat and the wind blows it off, it is the same thing. You don't dry up, but you get thirsty faster. When there is more wind, the plants use more water.
Keep the fan on all day, or with the lights. Both should work since they don't need wind all of the time. I do 24/7 though. It wont hurt them.
In short, no, the fans will be fine, they are tough plants. 24/7