You have to understand the difference between relative and absolute modulation. Many boilers can vary their output between something like 30% and 100% of the maximum. They are not able to go all the way down to 0%. The mentioned numbers reference the absolute modulation level. The relative modulation range runs from the minimum the boiler can do, to the maximum. So, in the example, 0% relative modulation would be 30% absolute modulation. In other words. 0% relative modulation doesn't mean the heating is off. If the boiler supports it, the low byte of MsgID 15 indicates the minimum absolute modulation level.
Thermostats commonly set the max relative modulation to 100% and then manipulate the control setpoint when the temperature has to be raised. Once the desired temperature is reached and it just needs to be maintained, they use a max relative modulation of 0% with a high control setpoint to run the boiler at its lowest power level. With HR boilers, this is expected to provide the highest efficiency. If the boiler produces too much heat to maintain a temperature, even at its lowest power level, the thermostat adjusts the duty cycle of the CH-enable signal to keep the temperature steady.
Atag boilers are known for their very wide control range. They may be able to control the output all the way down to 5%. In that case the boiler provides very little heat at 0% relative modulation and it may need to be on continuously to maintain the desired room temperature. In your picture I see that the relative modulation level sometimes goes up a little bit for a while. That's another indication that you lose just a little bit more heat than the boiler produces at its minimum level.
To summarize, this happens because you have a very good boiler.
If you don't want this, you could try to make changes that will cause you to lose less heat than the boiler produces. Keep doors closed, insulate the house, or lowering the room setpoint, as you have found. A smaller deltaT between inside and outside results in less heat loss.
You can also make a program that will tell the OTGW to set the max relative modulation level to something higher when the thermostat asks for 0% and CH-enable is on. In such a case your program could issue a MM=20 command, for example. You would have to make sure the command is cancelled when the thermostat sets a higher max relative modulation. Otherwise it will take a long time for your house to get warm in the morning. Whether doing this will have a positive or negative effect on your gas bill, I don't know.