I measured the power consumption for an HP-41CX under various operating conditions. This CX is an early non-halfnut version (serial number 2404Sxxxxx).
OFF - 8.5 uA (0.0085 mA)
On, but Idle - 1.3 mA (this varied between .95 and 1.9)
Running a looping program, and Catalog 3 - 7.0 mA
Running a program of countinous beeps - 7.0 mA
The CX manual indicates power consumption as follows
Off - 0.01 - 0.05 mA Idle - .5 - 2.0 mA Running - 5.0 - 20 mA