I have seen this discussed on several forums and the consensus among those whose seem to know is that it makes no difference whether the car is locked or unlocked. The car should by design go into the sleep mode in about 15-16 minutes regardless of whether it is locked or unlocked. I leave both of mine unlocked and the sleep mode works fine on both of them with no battery problems encountered. The important thing seems to be to keep your Comfort Access module as far away from the car as possible. If it is stored within close proximity to the car, it will be continually be interrogated by the locking system in the car drawing current that may eventually run down the battery.

 

From personal experience I don't think any state that an E60 is in, is easy on the battery. Best bet is to use a battery tender if not driven every day, Just my $.02.

 

Not sure I agree with this thinking...

If the car is asleep and the CA fob is near it, the car should remain asleep.
From my personal experience, if there's a problem with the car (like a faulty module that keeps the car from staying asleep), then the battery tender route is helpful (at least until the car is fixed.) If everything is working properly, there is no need for a battery tender!