I believe that is one of the boilers which will run when there is 150V or so on the orange.The boiler is a Worcester Greenstar 18Ri.
You will only get this problem if the valve is in CH only position when the heating turns off.
Here's a quick way of checking if that is the cause:
With programmer set to CH ON and HW ON
1. Turn room stat and boiler stat up
The valve should go to mid-position; boiler should light and rads & cylinder warm up
2. Turn room stat down
The valve should go to HW only;boiler should continue to run.
3. Turn cylinder stat down
Valve should stay in HW position; boiler should stop.
4. Turn cylinder stat up then turn room stat up
Valve should go to mid-position; boiler runs; rad and cylinder heats up.
5. Turn cylinder stat down
Valve goes to CH position; boiler runs; rads only heat up.
6. Turn Room stat down
Valve should stay in CH position; boiler should stop.
If the boiler does not stop, it's because the voltage on the orange wire is enough to turn on the gas valve.