Separate furnace & a/c units on same breaker
This is a broken thermostat, miswired furnace, or normal operation that you are mistaking for something else.   

The fact that they're both on the same circuit breaker has nothing to do with it.  

Shutoff switches positively deny power to the A/C condenser unit.  It is impossible for the A/C to function with the switch pulled.   On the other hand, how would you know? What you hear inside is the interior fan, which may run in conditions other than A/C.  

Most typical forced air furnaces in the US use the same fan for both heat and A/C.  

It should be literally impossible for the thermostat to command heat and command A/C a short time later by itself.  Most 'stats require you to throw a switch to run A/C or heat...  even smart stats like the Nest are modal and require you to switch it manually or on a timer.