Forget static electricity. Think of laminar flow. In any streamlined (or, at any rate, non-turbulent) airflow, the air tends to separate into layers. The layer closest to the surface actually is non-moving. A bit of dust that falls on the fan when it is not moving will not be blown off when the fan blade begins to move because it is in the non-moving layer immediately next to the surface. As the blade moves, since it is (somewhat) aerodynamic, the laminar effect kicks in immediately and the settled dust just hangs on for the ride.
The reason that dust stirs when someone blows on it is that it is turbulent, non-laminar flow. There is no “laminate” layer at the lowest level in which the dust can hide. Actually, even there a small laminate field will exist so that you can never blow all the dust away. However, enough dust projects up into the air so that the turbulence carries a lot of the visible dust away. Try blowing all over a flat, dusty surface. Then go back with a rag. Look at how much dust never got blown away.
This effect is similar to trying to wash your car with a hose and no brush/rag/sponge. You can hit that car with the fanciest “turbo” nozzle you wish. When you are done, a light wipe with a rag or sponge will come away dirty.