What made you think it was the tail lights in the first place? At 9mA you shouldn't have anything to worry about. I believe it's when you go over 50mA that you have a problem (Google that though to be sure). Since the immobiliser is active and is also waiting for a signal from your remote, it does have to drain some power obviously, but it should be very little. If you are having battery draining issues, maybe look elsewhere. When you have the engine running, what voltage are you getting from the battery? You might be having some charging issues instead.