Yep correct it should not drain if car is unlocked, another indication of a faulty glove box lid is the rear windows/locks isolater switch indicated in my Pic getting hot, I'm not sure if it is fitted in your model.
Its a megane scenic Dynamic - good point about the glove compartment, I do actually have problems with it not shutting properly...So am I right in thinking it HAS to be something that's draining the battery i.e glove compartment lights staying etc and that its not normal for the Scenic's battery to drain just becasue the car is unlocked ??
I was also under the impression that even though maybe one of the doors is not locking as you mentioned the lights should eventually go off they should not stay on or one door being left unlocked should NOT drain the battery ??
I think your problem is the glove box lid