Found this video on rebuilding fan clutches. Although ours aren't rebuildable (electro-viscous or thermal), this gives a look inside a clutch and shows why they are basically locked up, or fully engaged, on startup.
This one shows how the friction happens to engage the clutch:
On top of that, I also found this old GM Tech Link that explains how the electro-viscous fan clutch works. Funny that it says that the PCM will engage the fan at 100% when it is completely overheated at 264F.
Changed the title as this is more than why they are noisy on startup.