You're mistaken about the simulation they're actually running. They are doing simple Brownian motion rather than a gas/fluid simulation, so there's no pressure

You're mistaken about the simulation they're actually running. They are doing simple Brownian motion rather than a gas/fluid simulation, so there's no pressure differential anywhere and the particles don't interact with each other but rather with a theoretical other gas of consistent pressure. You can see it by noting that the molecules that are very far apart are still bouncing around as though hitting other molecules (and they also mention it at 3m19s or so). So there isn't a fan and they couldn't realistically add one. If they did, they'd essentially have to bias particles towards a prior-knowledge correct path through the maze (which is solving a maze by already having a solution), or actually run a gas simulation.