The SensorNumber property was included only to provide some mapping for early implementations to their legacy IPMI sensor information. For fans, there were several IPMI "sensors" typically related (the RPM measurement, the presence indication, and perhaps a fault signal), so the mapping is not obvious.
In my opinion, it would be better to provide meaningful values for Name, PhysicalContext and RelatedItems than to refer to the (legacy) IPMI sensor number.
However, if you have a use case that would show that information to be useful, it's certainly not a difficult addition to the Thermal schema. We would want to clearly indicate what sensor type (IPMI-defined) that the number would need to map to, in order to ensure interoperability.