Does it have a 'sleep mode' that might have gotten turned on?
My Grundig G2 (possibly made by Tecsun or Degen, but I'm not sure) has two power off modes, 'standby mode' and 'sleep mode'. If I have it switched to "standby mode" the radio's brain is still working when the radio is off, i.e. ready to switch up the LCD/LED readout, give the time, etc. with just a touch of any button while the radio's actually off. This eats more battery, as it requires more juice when the radio's off.
When I switch it to 'sleep mode' the brain is only looking at the power button, like most digital operated radios do, and the battery lasts 10 times longer. I wonder if Tecsuns might have the same switchable features?