Why does my furnace continue to run non-stop even when the thermostat is turned off?

There could be several reasons why your furnace continues to run non-stop even when the thermostat is turned off. It could be due to a malfunctioning thermostat, a problem with the wiring, or a faulty relay switch. It's important to have a professional HVAC technician inspect and diagnose the issue to ensure proper functioning and safety.