It is never recommended to drain the steam generator into the steam shower. This is not a safe practice and most state and local codes weigh in on this topic as well.
The reason the system drains when you change the temperature scale is that a system reset must occur to implement the change. When the power is interrupted for the system reset, the drain valve automatically opens. This is functioning correctly.
As this draining will occur in any instance where the power is interrupted, I would urge you to change your setup so that the system does not drain into the steam shower.
Rely on our Service Center
for technical assistance in planning this change.