If I had to guess it's because your game is using your computer a lot when it's launching, it's loading a lot of things when it's launching.
Fan settings are often configured by the manufacturer and what is happening is probably that the computer is noticing that things are loading and it wants to cool it. You can sometimes configure this in software that the computer is installed with, or in BIOS.
You could google the name of the computer followed by "fan noise" and see if people have done some changes, otherwise I believe that the game is working like it's should, it's the manufacturer settings on your computer.
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