IIRC the extra pin on a 4 pin motherboard header may report if the fan has totally stopped, like a failure line, to tell the mobo to shut the CPU off. I've got an old 4 pin fan here from a '94 vintage ...
I have an old-ish motherboard with a single 4-pin PWM header and two 3-pin headers. Unfortunately, the 3-pin version of the fan I want is no longer available I'm considering just buying 3 PWM-versions ...