Hi.
One thing you could try is to let the calculator without batteries for a while until the main electrolytic capacitor(s) discharge completely. The HP41 manual states that in some circumstances, the calculator may freeze and not to react to keyboard presses. I had my HP41 with constant beeping after inserting batteries, or beeping on each key press and in some other awkward behavior. Chances are that part of the hardware locks itself in some higher current consumption, or even the SW is in loop somehow. Because the main circuits are constantly fed for as long as the batteries are inserted and they usually have a very low quiescent current, it might take a few days so the main electrolytic capacitors discharge completely.
I guess the best explanation for that is fast current variation while inserting the batteries after the calculator is left off for a while. When inserting the battery pack, contacts may momentarily fail in many points of the link: at least eight battery terminals are shaking, being pressed or sliding as the battery pack is inserted. Because internal capacitors are discharged - your calculator was stored for a while, right? - initial current is higher then normal prior to the battery set gets to final position. Meanwhile, circuits are under current and voltage variations, and final behavior may not be as expected.
If you could open it, carefully shorting the electrolytic capacitors would accelerate the process, but if your calculator has never been opened, then leave it as it is. Again mentioning manual contents, continuously pressing the ON key while the calculator is without batteries would also accelerate the capacitors discharge.
I guess I wrote too much.
Success!
Luiz (Brazil)