Tim+ formulated the question :
Shouldnt it have turned itself off at 20 or are digital ones designed to
keep calling for heat for a period after reaching the target temperature?

Digital ones also have to have hysteresis too, otherwise your heating
system would be switching on and off too rapidly.

There are better ways - You can buy integrated systems which are able
to predict how much heat input is needed, so as to just hit the set
temperature, then as that is neared, they ramp the boiler output down
and eventually off. When more heat input is needed, they will run the
boiler at a suitably low output, that they don't over shoot the
setting.

I have such a system and it makes the heating system unoticeable, no
more temperature cycling as the boiler cuts in and out, no noise as
pipes expand and contract.