component stay on draining battery on 2005 Volkswagen GTI

When i turn the car off and take the key out of the ignition all the components stay on: the heated seats, defroster, blinkers, windows, ect... which drain my battery. It would only do this maybe once a month and now it does it every time. I have taken it to get diagnosed but nothing came up in the reading. What would do this, could it be the ignition switch, a relay board?

Asked by for the 2005 Volkswagen GTI
A qualified mechanic with a voltmeter and a wiring diagram should be able to diagnose this without too much trouble. Sounds like a possible ignition switch or a sticking relay.