You were totally right. I tested couple arduino boards and couple nrf24 radios and I found the issue... For my sleep loop I had
LowPower.idle(SLEEP_8S, ADC_OFF, TIMER2_OFF, TIMER1_OFF, TIMER0_OFF,
SPI_OFF, USART0_OFF, TWI_OFF);
This takes ~3-5 mA but changing it to
LowPower.powerDown(SLEEP_8S, ADC_OFF, BOD_OFF);
drops my power usage in sleep mode to 0.01 mA