If you look at Eric's diagram of heat circulation it exactly represents what happens in our lounge, the radiator is behind our seating position, although we do not have a sofa tight up to the radiator. The heat goes up from the radiator, across the ceiling, down the far wall and then cool air at low level flows back towards the radiator. That cool air hits our legs when sitting on the sofa and feels like a cold draft even though there is no draft. When the radiator goes off because the room is up to temperature the cold draft ceases.
You can combat that issue, to a large extent, by using a slow turning ceiling fan, to push the heat down.