I think it's not so much that the battery is drained by the dock as that the iPod is using power all the time and that drains the battery. As far as I know, the only thing the dock does is extend the cable into the dock connector, so there's no circuitry to actually interact with the iPod when no power is applied to the cable.
They aren't like old NiCad-powered devices; iPods use much more advanced batteries than that. Still, if it bugs you, take it out of the dock.