Ok, your new stat is electronic, which means it needs a small amount of power to operate. Since it does not have a connection to the common side of the transformer, it utilizes a small amount of leakage current thru the heating contacts (actually bypassing the mechanical contacts with a high resistance circuit to power the electronic brain). Now, if the boiler zoning control is electronic, this small amount of leakage current may be enough to false it into thinking the stat is calling for heat.