Well that heat system is fed from somewhere(you didn't mention if it was hydronic or electric). From your description it sounds like it is electric? If so, a review of your electrical panel might show that there is a circuit breaker dedicated for that bathroom's heat. There should also be a junction box in the attic that feeds the radiant elements. If there is no breaker for it, it is obviously piggybacked off of another adjacent heating circuit(before where that heater's thermostat is branched off. You will need to find the junction box and install wiring down into a bathroom wall to add a on/off switch or a thermostatic switch(consult with an electrician please)... If it is hydronic, well then there is most likely a manifold port for that zone that you could throttle or secure. Or add a zone valve and thermostat...
Why would it be this way? Someone(builder) was cutting corners or lazy
Good Luck