The video is a bit of a misrepresentation of how the air moves through a fan and the heatsink of the L9i cooler specifically.
For one - there is no heatsink present which channels the air: If you take a look at the L9i heatsink you can see that two sides are completely and the other two sides mostly closed. So most of the air has to move through the heatsink.
Two - Every fan has a deadzone in the middle where the motor hub is located. So a running fan creates a ring of high pressure between the hub and the frame with the highest pressure being near the end of the blades. If you now put the fan on a bed of sand like in the video the ring of high pressure air tries to normalize and push the sand away.
To the sides that obviously works because the air has lower pressure there and the sand can move out of the way. Remember that the pressure has the form of a ring (3D - hollow cylinder) though, so the sand under the fan is actually pushed inward from the area of the highest pressure and can't escape because there is the motor hub on top, the metal bowl on bottom and a zone of high pressure air all around.
That there is so much sand left below the fan could also be interpreted as a sign of how focused the airflow is on the noctua fan. Another model creating stronger turbulence might move the sand away, which is not something you want for a heatsink fan.
Luckily your CPU is not sand-cooled but by the air being pushed through a heatsink. You want the air moving straight into the heatsink and become turbulent only once inside.