If you have a GRBL device, and your laser is still on when moving between shapes, like this:
It most likely means you are using GRBL 1.1f or later, but do not have the controller in Laser Mode. Fix this by typing $32=1 in the Console window and pressing enter
If you have a Ruida or other DSP controller and are seeing this happen, it is most likely a dying high-voltage power supply unit (PSU). The drive circuit that turns the laser power off and on tends to go first, before the part that controls the overall power level.
(Also searched for: Burning travel moves or traversal, not turning off between cuts, laser on in whitespace)