Ceiling fan/light has a dimmer and speed control switch the light dimmer works and the fan speed control works but when I turn the light out the power in the next room goes out why

When did this start? Was that other light added, sounds like someone may have tapped into the fans circuit and does not have its own hot and neutral wire.

Sounds like the power to the light in the other room has been supplied off the load side of the switch for the light/fan combo instead of the supply side.