Safety Question - Possible Shared Neutral Line on Fan

When I opened a thermostat control box for an attic fan (power off), I found two 14/2 romex cables entering the box, one which comes from a wall switch which turns off the fan, and another which exits the thermostat box and disappears into the structure. That second line was the surprise.

The cable coming from the wall switch was wired to the fan thermostat box as expected (black line to black thermostat wire, and white line neutral to white thermostat wire, and all grounds connected/box grounded).

The odd part was that on the second romex wire which disappears into the wall, the black line was capped with a wire nut inside the thermostat box, and the white nuetral and ground wires from that second romex had been connected to the other whites and grounds (from the first romex coming from the switch, and which are connected to the fan leads in the thermostat box).

This raised a question about whether this could be shared neutral situation with some device or switch at the other end of the second romex cable (in use or not).

To eliminate a potential shared nuetral, one option seems to be to disconnect and cap the white line coming from the second romex (black line already capped). That completely disconnects the mystery line at the fan thermostat box, but if I do, and something else was depending on that connection, I'm thinking I have simply moved the problem to an unknown location.

Anybody run across this before, and know how to minimize the risk appropriately (assuming I cannot figure out where the line goes without opening walls)?

Thanks