I fix the bearing with the near the component that can least handle the axial misalignment caused by thermal growth .
On a hot fan I'd lock the fan bearing to avoid stuffing the fan into the shroud. Then Axial shaft growth would tend to mis-align the belts, which I don't consider a real big deal.
What I do worry about is asking a heavily loaded bearing to slide in a housing. If the fan/blower wheel is real fat, and the belt pull is not close to vertical, then the opposite bearing wants to fly upward. In that case I would probably lock the fan bearing, because it won't want to slide very much.