Not to worry. As long as the engine is cool to the touch, it's fine. If you have very sensitive voltmeters and ammeters, you might be able to detect a very small current flowing with the throttle shut off, but who cares? Long as the motor is cool to the touch, it's happy.
I do make a point of shutting off all AC power to the layout when I leave the room, but that is a fire precaution. Things like power packs will occasionally burst into flames for no good reason. If no one is about, it can burn your house down. Everything on my layout draws power from a single power strip, and I just flip the power strip off when I leave.
As far as a locomotive loosing performance, this is not all that unusual. The standard corrective action is the clean the wheels, and the track. Then lubricate, a drop of fine oil on wheel and motor bearings, grease in the gearbox. Never oil the motor commutator. You can clean the communtator with a drop of solvent on a pipecleaner. Touch the pipe cleaner to the rotating commutator and watch the bright copper shine again.
For stubborn cases, you take the locomotive apart, removing the motor. Run the motor no-load and see how it works. It should rev up and run at a high speed without too much vibration. If it's a steamer, roll the chassis less motor back and forth on a smooth flat surface. It should roll smoothly, any binding could be a driver out of quarter, or a problem with rods or valve gear. The traditional method of tracking down a mechanism fault is to remove the rods one by one until the binding goes away. The last rod you removed is the guilty party. When assembling the steamer, eyeball the gear lash between worm and wormgear. If too loose the worm will skip gear teeth under load which chews up gears. If too tight, the friction will slow the engine. On most steamers you adjust gear lash by putting shims under one end or the other end of the motor.
On a diesel, once you have it apart, take the gear towers on the trucks apart and clean them thoroughly with solvent. Then with a pipecleaner wipe every tooth of every gear to pick up any bits of plastic flash sticking to them. The black flash is invisible against the black gears, so wipe them no matter how they look. Lube lightly with grease, the plastic gears are so slippery that they don't really need lube, but we all lube them anyhow. But go easy on the lube. Excess lube gets flung off, making a mess on the locomotive and the layout.