This is the normal behaviour: since WiFi is generally faster, cheaper and uses less power than cellular data the phone will switch to that when available. It should only do this if you are connected to the hotspot, so you should still have a data connection - if not there's something funny in your settings. It will also revert to cellular data when you leave the hotspot.
You could look in Settings > WiFi > Advanced to see whether there is anything which will modify the behaviour. Forgetting the WiFi hotspot network will stop it automatically connecting, but you'd have to reselect it (and enter any login credentials) next time you use it. There should be options to block specified open networks as well (try long-pressing on the network name).
Or you could use an automation app like Tasker or Llama to turn your WiFi off when you leave home and turn it back on when you return. That should do what you want.