Why does the boiler stay on when all zones have reached the desired set temperature?

CALEFFI CODE^® is a modulating regulation system, which means that as soon as all the controls reach the desired temperature they enter temperature maintenance mode, thus making it possible to have one or more radiators with a low, constant flow rate, but not zero. You should also bear in mind that each radiator may behave differently in response to heat demand depending on its characteristics and positioning.