They don't, but Avatar Kyoshi was an Avatar and therefore did not just Earthbend. She is shown using the fans to enhance her Airbending. This is seen when she creates Kyoshi Island and when she defeats the Earth King's guards.
The fans themselves are merely instruments that were used by Kyoshi herself, and later adopted by the Kyoshi warriors. As Suki says when she is teaching Sokka to use them, "Think of the fan as an extension of your arm." She also mentions that "Our technique is about using our opponents force against them" which is similar to the principles around Airbending.
When Kyoshi is show using her bending, she is shown doing so with her fans. They were her weapon of choice, and considering she is the one who taught the first Kyoshi warriors, they are the ones likely to know her reason best. She also was teaching the women these techniques because they were being mistreated by men. The principles of using ones strength against them taught by Airbending is a good principle to teach to people who may be smaller than their attacker.
There is no real evidence to support it "enhanced" her Earthbending in any way other than the fact she was shown Earthbending with the fans in hand. The cited source for the claim is the episode in which she creates Kyoshi Island, and while she is shown using the fans, she also enters the Avatar state to be able to do the high level bending needed to perform the task. The stances she takes are that of a regular Earthbender/Lavabender, and the fans only really come into play when she uses them for her Airbending.
Basically, there is no evidence to support this, though also no evidence to the contrary. It is merely a claim about her use of the fans as a weapon.