DIAGNOSIS No, that is not normal. The fan should only run during charging, discharging, or if the internal temperature is high. Constant fan with the unit off points to a faulty temperature sensor or a stuck fan control relay on the main PCB.
FIX Perform a hard reset. Press and hold the power button for 10 seconds. Then, press it once to turn it on normally. If the fan stops, the control logic was stuck. If it continues, the unit needs service.
IF THAT DIDN'T WORK Check for physical blockage. Inspect the fan intake and exhaust vents for dust or debris. A clog can cause overheating, but constant fan with no load is still a control issue.
HEADS UP Do not cover the vents during use. Operating with a constantly running fan can drain the battery. If the reset doesn't fix it, contact Jackery support; it's an internal fault.