Fan still runs when connected to constant power

So it may have been covered before but I have a question about fans/heat/AC. I dry camp a few times a year at a race track and run off of my batteries and charge off a small generator. But this year I stayed connected to constant power and my fan continued to run even though I was at the temperature on the thermostat for the heater. When i am on battery power, it shuts off unless it is on the fan setting. The AC and heat run until they meet their set temperature. So the fan was still blowing out of the top vents (not AC) and the heater would run normal until temperature. Any ideas of what it could be? I plan on camping at resorts and stay connected but don't want the fan running all of the time. Thanks.