This must be new to the 4.2 update. As I've never noticed it before.
Basically in the advanced settings menu for WiFi.
There are the following options:
Keep Wi-FI on during Sleep:
The Optimisation option is set to on by default. Potentially this could maybe be having the opposite effect with quite a few people stating batter draining quicker than ever which especially if this option works should be opposite if anything.
I'm going to try a drain and full charge then turn this option off and see what happens in terms of drain.
If anyone wants to try this or do it properly and timed etc would be helpful.