Yeah if the car is hot, the fan will turn out by itself, or it's supposed to. Do the test the other way around. Park the car for a few hours, then plug it in. If it turns on right away, the relay might be messed up. If you don't care for a new one, just wire it to the starter signal, it will turn on when the car is turned on, but shutoff when the car is off.
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2002 Subaru WRX
1988 Honda Civic Hatch