It's because you don't have enough miles under your belt yet. After some more experience riding you will get a FAN, at least one...
Under normal riding conditions, even in warmer climate... if you keep moving, the fan rarely kicks on. It's a known thing with 250's, they bleed off the heat pretty good. Even riding track they don't come on all that often!
Hmmm... another thought, you might want to flush your coolant next time you have a nice Sat. for bike maintenance. Part of that procedure will be to burp the system and during that process, your fan should come on.
Good luck and happy riding!