I have a heat pump on my heating and air conditioning unit. Today while the AC was running and had possibly just reached the proper temp and shut off... I wondered why I felt warm air circulating. I checked the vents and sure enough heat was coming through. I shut the system off but the furnace kept runnng and heat kept coming out of the vents. I had to throw the breaker to get it to shut off.

Do you have a heat pump only or aux heat along with it?

Are you sure the vents were not blowing ambient air and it was defiantely hot 95 degree+ air?