depending on the design, it might be to control air flow around the hot end’s cooler block.

it’s usually best to have some type of duct go from the fan and around the back of the block rather than just being open air- it keeps the air contained until it does it’s job. But again, the only Bambu I saw was at microcenter and I was in a bit of a hurry so I didn’t get a good look at it.