My 96 Mustang did this for a couple days - fan basically would never shut off, at any temperature (and I had to disconnect the battery when parking). Turned out to be a bad relay that the dealer somehow repaired but warned me might eventually fail. I imagine it's mostly a liability thing, a fan almost NEVER comes on/stays on by design with the engine off, but if the battery is connected, they can't guarantee it won't take on a life of its own and fire up despite their best failsafe designs.

caveat emptor,
-Peter

04 Mazda 6s V6 MTX, in service 10/28/03 02 Subaru Impreza Outback Sport 165HP 4cyl auto AWD former: 95 Mystique LS V6 MTX [11/14/94-5/19/04]