Help! '89 C4 Intermittent Oil Cooler Fan Problem..

(I'm new to this board, and I'm sorry for the repost of this problem, but I really need feedback and greatly appreciate any help offered)

Parked my '89 C4 in the garage tonight. Went back after an hour, and heard a fan running in the engine compartment. Thought it might be a heater blower (forgive my ignorance), so I looked in the manual to find the fuse. Found only 2 blower (fan) fuses, 1 for the heater, second for the oil cooler blower. Pulled both, but fan continued to run. It had at this point drained the battery. Called my dealer, who told me probably is the oil cooler to disconnect and charge battery, and reconnect and bring it in tomorrow (leaving window open, because the alarm would trip when I reconnect). Question - has anyone had this happen? What was it? If it is indeed the oil cooler fan, then why did it continue to run after I had pulled the fuse?