Lots of things will still be taking power from the battery when the key is out. If they didn't, your car might not function as well as it should!
Most car stereo systems draw a small amount of power to retain data in their memories. (That's why, if you've had the battery disconnected for any reason, you'll probably need to re-enter the security code to get the system working again).
Similarly, many of the electronic modules in modern cars need power to retain data in their memories, so that (for example) an onboard computer can calculate fuel consumption across multiple journeys.
Even in the 'pre-electronics' era, dashboard clocks could drain power from the batteries of unused cars remarkably quickly. The circuitry for interior lights can similarly drain power, as such circuits often use some power to hold a relay closed until a door is opened.
To check the actual current being drawn, you'll need a multimeter that can measure DC amps. See 'What's draining your battery', here:
https://www.popularmechanics.com/cars/car-technology/a5859/how-to-stop-car-battery-drains