Help cold air is emitting from my heater when it isn’t turned on?

I moved into a place back in the summer that has central air but I’m assuming no central heat since no heat comes from the ceiling vents the way the cold air was during the summer: I have two baseboard heaters with knobs you just need to turn to get the heat going but the third heater in the bedroom is different and it’s operated by a dial on the wall that shows the temperature of the room if you turn the heat on it goes to a maximum of 30 and you feel the heat coming out but I notice when it’s off that I feel air coming from the heater I don’t understand how or why because I don’t have control of the central air conditioning and I’ve never felt or experienced cool air flow from a radiator that’s turned off anywhere else I’ve ever lived so is this not normal??

source https://hvac-talk.com/vbb/showthread.php?2223763-Help-cold-air-is-emitting-from-my-heater-when-it-isn’t-turned-on&goto=newpost