My heater switch is hot all the time, as well. There was just too much amperage running to those old heaters to run the wiring through the ignition keyswitch, so they just wired everything with large draws directly to the back of the ammeter.
I second (third?) the notion of replacing the switch.
If you're really concerned about it being hot all the time, you can do as Joker does and put a battery cut off in, or you can just put in a toggle switch in between the heater switch and the ammeter. If you take the second route, make sure to get a switch that is beefy enough to handle that amperage.
