This is a great question. There are simple reasons for these things. First, in terms of water, when the hot water is in the tub, it naturally gets colder because the surface area of the tub. The colder surface area makes the water colder. Also the air is colder as well, which makes the water colder. In addition, when someone goes into the water, they get desensitized. In other words, the body gets used to the heat; the body has an uncanny way getting accustomed to things not only heat but other elements as well.
Second, when it comes to the fan noise, the latter principle applies. The human sense of hearing gets used to the noise. The ability to adapt is something that humans posses.