OK, some research and a partial result. I downloaded the manual from the Champex Linden site. (Where would we be without it - just Google LGB and the product number and bob's your uncle.) It says:
      
     Operating Modes
     This model has a four-way power
     control switch mounted inside the
     cab (Fig. 1, 2):
     Position 0: All power off
     Position 1: Power to lights and
     smoke generator
     Position 2: Power to motors, lights
     and smoke generator
     Position 3: Same as Position 1
     (factory pre-set)
      
     ...When operating with
     the Multi-Train System, the smoke
     generator is switched on at all times,
     unless it is switched off via the ?7?
     button of your remote.
     So I did that. I also cleaned the wheels.Navi now shows a flucuating drain between 0 and 0.1 amps with no loco selected. This stops when the offending loco is lifted from the track. As the Navi can't show less than 0.1amp, I guess that means that there is a less than 0.1 amp drain somewhere, but I can live with that - I don't think I will go to the trouble of disassembling the loco to get at the smoke generator. So - with thanks to you all - problem (mostly) resolved.
      
     Phil