The valves can stick open, but it is quite rare. With the heating and hot water set 'off' at the programmer, slide the manual lever on the side of each valve, is there a resistance when you slide them? If so the valve is not stuck open.
A more likely reason, is that there is a microswitch inside each valve head that is operated when the valve is opened and turns on the boiler & pump. sometimes these microswitches can stick 'on' even though the valve is closed.
If you are competent, you can check this by disconnecting the motorised valve orange and grey wires from the wiring centre or junction box they are connected to and testing them for continuity whilst the valve is in the closed position. They should be 'open circuit'.
A third possibility, [but only if applicable to your boiler] is, that the pump is controlled by the boiler to provide a 'run on' period after the boiler goes off. In this case, a fault on the boiler PCB may cause the pump to keep running, even though the boiler is not. This is different from the previous two scenarios with the possible valve problem, where the pump and boiler would both be powered.
