Nothing to do with thermostat, etc. The hw within your cylinder is not the same water that is within your heating system.
It is caused by reversed circulation and caused by the radiator circuit flow pipe being split before the hw flow and re-joining after the hw return. Basically, when the hw only is on, the heat is re-circulating through the return pipework to the radiators. Having the motorized valves on the return pipework can also help to prevent this.
It is easily avoided by connecting the flow to the radiators after the flow to the hw cylinder and the return before the hw cylinder return connection.
If this is not the problem, then another possible cause is that the radiators that are heating are plumbed into the same circuit that heats your cylinder and should be re-plumbed into the radiator circuit that serves that particular zone.