tl;dr: fans are cheap and already pretty efficient, so an ENERGY STAR certification wouldn't do much to reduce energy usage.
ENERGY STAR provides a list of scoping reports with details of products that are not certified, but have been studied for certification. Portable fans are not on the list. However, we can look at the six "guiding principles" for establishing certifications for a new class of products to understand why. These are explained in the "ENERGY STAR® Products Program Strategic Vision and Guiding Principles":
1. Significant energy savings can be realized on a national basis
An ENERGY STAR specification can achieve sizable energy savings from a product category where there are significant savings on a unit basis and limited annual unit sales (e.g. commercial kitchen equipment) or, where there are relatively small energy savings on a unit basis, but very large annual unit sales (e.g. laptops).
PASS. Portable fans fall in the second category (large annual sales), so they should qualify based on this test.
2. Product performance can be maintained or enhanced with increased energy efficiency
FAIL. The ENERGY STAR product should be at least as good as the non-certified product, if not better. For a fan, there's not much you can do to improve functionality, since most use dead-simple mechanical switches. Adding features would require more electronics (for things like timers, thermostats, occupancy sensors, etc.) which would inherently require more power, reducing total efficiency.
3. Purchasers will recover their investment in increased energy efficiency within a reasonable period of time
FAIL. Portable fans are really cheap and easy to replace, in contrast to ceiling and ventilation fans, which tend to be more expensive up-front, and are permanently installed, making them more expensive to replace. Cost recovery would need to be nearly instantaneous for a higher-cost unit to make sense, and since the efficiency of a portable fan is already pushing 97% (see point 6), this is an essentially impossible standard to attain.
4. Energy-efficiency can be achieved through one or more technologies such that qualifying products are broadly available and offered by more than one manufacturer
PASS. Portable fan technology is so simple that if there were ways to improve efficiency, lots of manufacturers would be able to implement them.
5. Product energy consumption and performance can be measured and verified with testing
PASS. Portable fans probably meet this requirement, since ceiling and ventilation fans already do.
6. Labeling would effectively differentiate products and be visible for purchasers
If all product models used approximately equal amounts of energy, then an ENERGY STAR specification would not be pragmatic and would not be established
FAIL. This is probably the most significant issue here. Most portable fans which plug in to the wall use induction motors, for which efficiencies of 85% to 97% are readily achievable. This leaves a very small window in which a certified unit could improve.