why does my radio go off when i turn the key off but if you dont turn the radio knob to the off position it will drain the battery

Check for a couple of wires that have rubbed together. Sounds like a new path to ground has been created when the radio switch is closed. This could be in the radio itself due to a bad circuit board component or a speaker wire rubbing through a power wire somewhere in the body. I would check where the wires go between the body and doors first. Good Luck!