From what I recall, after the Dreamcast is powered off, the VMUs stay on for a short while (if they have a working battery). So it does technically drain the battery, just "indirectly". Also IIRC it's the Sega Saturn that loses save data if its internal battery dies, which is why it's better to save to cartridge when you can. For the Dreamcast it's just the clock, unless it also holds BIOS settings like the language. It's been decades since I've had working batteries in my consoles so take all this with a pinch of salt.