That make sense - the coil will spark when it is charged and you take the power off it. Thats what the amplifier does.

When you turn off the key you are also taking the power off it. This will always cause a spark to be fired. Hence the coil must be holding a charge.

You problem is definitely related to the amplifier on the dizzy - or the wiring to the three pin plug that connects to it. I think one of the wires is a +ve when the ignition is on, and another is an earth. I can't remember what the third is without looking it up.