I never had to disconnected at all. Last time I check, that indicator LED behind the button only draw 6ma from a MJ808 while it was green. I doubt the yellow indicator draw any more than the green. That is not a load that should be of a concern even if you left it hooked up overnight for 10-12 hours.
How long did your light ran and at what mode before turning orange. The only thing I can think of is that either the old battery was defective and had a high rate of self discharge or your indicator is not so accurate and the yellow warning should be more like red because you are at the end of your battery pack runtime.