You can turn the key past the off position and the windows will still work. Another thought would be the ignition relay stuck in the on position. If the instrument cluster and everything else powers down in the off position, I would guess it's the relay. If the ignition switch was bad, I would think that nothing would turn off.
I've never experienced what you are dealing with, so these are just guesses. If you've got a relay of another function that is the same type that controls the ignition, swap them out and see if it fixes it.