Nope, that’s normal. The fans in the system are usually started at 100% speed to avoid over-heating. It is not until some software specifically sets the speeds that they get reduced. This is because the software has the ability to monitor and adjust the speeds according to what the user wants, while the pre-boot environment (ie, the BIOS) does not.
Moreover, most such software has the (recommended) option of setting the speeds back to 100% when they exit because if the fan is set too low and the system heats up after the program quits, then the system could overheat.
That said, you can check if your BIOS has a setting to automatically adjust fan speeds or set temperature thresholds, however it is unlikely that there will be any such settings for the video card, only the CPU, power, chassis fans and temperatures.