I know there are some anti-TaskKill sentiments around, but watching the android system log via the SDK I saw a process making repeated calls to the 'adMobSDK' to fetch down new advertisement notifications (normally displayed along the edge of RockPlayer and some other apps).
I'd long since stopped using and exited from the app, so it didn't need to continue doing this.
I've checked again later when running it and exiting, and it was OK, so I'm not going to blag on the app as being suspicious, just it may have some bug that stops it exiting cleanly sometimes. I was over wifi at the time and had the USB connected so no big deal, but otherwise this could have been a continual drain on both the battery and 3G allowance.
So from now on, I'll continue to use the app when needed, but I will (and recommend to) task kill it completely afterwards as there was no visible indicators on the phone that this was going on, it was all backgrounded.