Furnace minecarts seem to have a separate, hidden tag that determines whether it has the lit texture and outputs smoke.

For example, if you give it one piece of coal, it will set the "Fuel" tag to 3600, which is 3 minutes. After 3 minutes, it stops moving and the texture changes.
But say you use /entitydata to set the fuel tag to 0 before this happens. It will stop moving, as it should, but the texture will stay lit until the original 3 minutes are up. The texture is not affected by the "Fuel" tag, but by a separate tag that behaves the same way, but can't be edited.