When you just turn the key on, engine off, do you hear the familiar spin up of the fuel pump? Or at this point does it keep running too? Fuel pump should shut off with key on but no pulses from the TFI...

Simple test for a sticky relay is to catch the thing running, when it should be shut off - then reach under there and tap tap tap the relay with a wrench or something solid enough to give it a good knock - if it mysteriously shuts off then that would = bad relay...the contacts got gooey or fried enough that it literally sticks in the closed state.

If it doesn't then ??? something electrical is keeping the relay on...TFI, computer, wiring etc...