Didn't we have this discussion recently? The first two posts in that Logitech thread explain the situation albeit in a non-technical way. The post that talked about 'Z-wave' as a language is a way to describe it without getting into all the gory details.
The Lutron dimmers can be controlled by any universal remote because they use standard IR frequencies and communication protocols and the remote can learn them (because it recognizes the protocol and associated data format). Hampton Bay fans use their own RF remote with its own proprietary protocol for transmitting the commands to the fan. A universal remote will not understand what the data means because it doesn't understand the protocol, not to mention that they simply aren't programmed to try to interpret data sent by RF.
Rather than try to make up a general example of data format vs communication protocol, let's use the most common IR remote control protocol - NEC1/NEC2. It's probably more than you really care to know but...
The format looks like this (from memory, but should be close):
|magic number|device code|sub-device code|command|
'Magic number' is just a unique bit pattern that basically means 'get ready, I'm trying to talk to you using the NEC1 protocol'. If the device uses the NEC1 protocol it will recognize that number and start listening for the rest of the numbers to follow. Device code is a unique number for a particular manufacturer and sub-device code is a unique number for a type of device from that manufacturer. Lastly, 'command' is the command you want performed - volume up, volume down, etc. The device will only respond if the device code and sub-device code matches; otherwise it ignores it in the same way that your network card drops any packet it receives that doesn't match its IP address.
Now...how you send that string of numbers is where the difference lies. A different protocol will use a different data format or a different frequency (data can be modulated using any number of techniques at any frequency). The only thing the device needs to know is which function you want to perform. If you send it 182 and 182 means volume up, it will do volume up but it will only recognize that the remote is talking to it if it recognizes the protocol. An RF remote takes the original IR format command it learned (or came from a database), converts it to its own format and transmits it over an RF frequency to the RF basestation. The basestation will turn around retransmit the original IR.
The RF controlled fan doesn't recognize what it is being sent if it was sent by an RF basestation that 'speaks' a different language. It may be saying 'perform function 182' but the fan won't recognize that is what it is saying, just like I won't understand what you are saying if you speak German.
That's my short tutorial...forgive me...I've been awake 36 hours for no real reason whatsoever.