There are a bunch of things in our modern cars that don't literally ever turn off. You'll also find out that most of the switches in the vehicle don't actually do the thing they're labeled directly. If you ever took the headlight switch module out, you'd see that it's plugged into a small socket with maybe 24g wires...nowhere near enough to literally turn the lights on or off. What does happen is that the switch goes into a small circuit board, and when you move something, it sends a serial message down those wires to a computer, and then the computer sends out a signal to something else, and that does what you asked.
Lots of these devices aren't needed when the car is 'OFF', so as part of the shutdown process, the computer sends messages out telling everything to go to sleep. If the data lines are noisy, the connection is bad, or the box is getting marginal, it's possible that one or more of those modules don't go into sleep mode. That ends up with them drawing more than a miniscule amount of power, and can draw the battery down quicker. The car has sensors that can track that. I'm guessing that that is what you're seeing...the car is sensing that the 'OFF' mode is using more power than it should. Also note that if the car is not used for longer periods of time, various things that can, may go from their 'OFF' mode, into hibernate mode, to help preserve the 12vdc battery charge.