As I understand it, your fans can watch your messages, but you don't see theirs (unless you add them as a friend)

A non reciprocated friend can not yet see your plurks.

Is it advantageous to be a fan and not a friend?

also, private messages cant be sent to fans, or received from them.

with a fan, you can't send a private message or add them to a clique. With a friend, even if you don't follow them, you can do both.