DIAGNOSIS: The G (fan) wire is incorrectly configured or shorted. The Sensi is sending a continuous signal to the fan relay.
FIX: Check the wiring at the Sensi baseplate. Ensure the green G wire is seated only in the G terminal. A stray strand of wire touching the R (power) terminal will cause the fan to run continuously. Re-seat the wire.
IF THAT DIDN'T WORK: The fan control setting may be incorrect. On the thermostat, go to Menu > Settings > Equipment > Fan Control. Change from "Thermostat" to "HVAC System" if your old system had auto/manual fan control on the furnace board itself.
HEADS UP: If the fan runs continuously only in Heating or Cooling mode, not in Fan-only mode, this is normal for many HVAC systems. It is a system feature to circulate air, not a thermostat fault.