All the units will continue to run for a round 10 to 15 mins or longer after switching off the key, it's sounds like perfectly normal operation to me. I have been listening to music in mine with the ignition switched off and the unit will play for around 30 mins before it turns itself off. Pretty sure there is a setting which can be changed via VAGCOM if you don't want this feature, it's more of a convenience thing, I think most late model cars have a similar function

If you have battery issues of course (ie going flat) then it could be to do with the RNS install and you may need to have it checked out.