Are there any electrics you've added like a sub or amp? Perhaps the remote wire isn't doing its job.
Have you got an ignition live to your headunit?
Have heard about bootlights causing this on non-Golfs, take out your parcel shelf, lock up and see if any lights stay on.
Earlier this year my alarm siren was failing, it would somehow wake up my headunit (Zenec with CAN interface) when it was parked up and started killing the battery. My alarm was going off at all hours eventually, worth scanning it if you can access VCDS as it might throw up a clue.