I don't know if it is really a problem or it is normal but some of my VMUs (apparently early models) take a longer period to switch off after Dreamcast switch off. (like a couple of minutes).
Other ones switch off suddenly after Dreamcast switch off (like after 2 seconds).
Is that normal? you can set auto switch off? Later revisions of VMU have shorter time for saving batteries?
p.s. All my vmus have new batteries