Indeed. Had the same problem yesterday (my wife reported it to me, so I was not able to reproduce what happend and could not give further explanation).
Today same situation :
*Radio player on, connected to bluetooth speaker MEDION MD44438 and playing
*I disconected bluetooth, radio continues playing on WD and cannot be stopped anymore.
Details bluetooth MD44438 :
Bluetooth® Bluetoothversie: V5.0 A2DP1.3, AVRCP 1.6 Frequentiebereik bluetooth: 2402 - 2480 MHz Max. zendvermogen: 5,33 dBm Bereik: tot 10 m (afhankelijk van de omgevingscondities)