Lollipop is known for its material design which really modernized the look and feel of Android. The other thing it is known for is introducing several bugs to Android. One of these bugs is the MobileRadioActive bug. When you turn off your mobile data this bug keeps the mobile radio awake, which then won't allow your phone to go to sleep. This has been the source of unnecessary battery drain for many users. The bug has apparently been fixed in Android Marshmallow, but if your device is not slated to receive that version of Android you will probably want to head to the link below to grab the Xposed Framework module to fix this. This is pretty simple to use if you are familiar with Xposed.
via XDA