There are a few things in a car that draw power all the time
The radio needs power to maintain the station memory and to run the clock
The Engine Control Computer also has a memory that needs to be powered.
ON-Star/On-Guard transponders need full time power.
On some cars even the dome light is always poweres.. My 2001 Neon is like that, a small current flows even with the doors closed and it is computer controlled!!
(How do I know this.. Well the lamp was missing when I got the car used so I installed an LED, it has a very tiny glow all the time, you have to look to see it, but it's there)