*** PROBLEM FIXED ***
Because this is a weird forum where people just read posts but never reply, I will answer myself to my own post.
I've tried a few things:
1. I changed first the fan from fan header from header 1 to fan header 2, but I had the same problem. So the problem is not because by the fan header of the MTB.
2. I set the fan at full speed in the BIOS. This worked but I did not want to keep it like that all the time.
3. Then I replaced the 15000RPM fan that didn't start with one of my intake fans 1000RPM
It seems that this 1000RPM fan worked just fine even with the BIOS set to Silent, it started correctly and the BIOS did not gave me an alarm.
The conclusion is, if you have a problem like mine when the fan does not start at idle (with BIOS on Normal, on Silent, or on Manual) but it just jirks every 2 3 seconds, the cause of the problem is very probably the fan itself which requires a higher voltage to function at low RPM (when system idle). These PWM fans have to be good quality. I returned my Fractal Design 1500RMP fan and purchased a Noctua 1500RPM
Hoping that this will help someone else in the same situation
Titus