The specs for the MCU (Z-Wave) & Holtek, LEDs, etc. on the switch and dimmer should draw about .5w - 1w when the load is off (closer to .5 from my experience). I have requested that the manufacturer look into improving the accuracy of the KwH reporting.
Edit: Oh, and the devices report 0w usage when off as to not confuse the user. We did have a firmware version that came out where 1w was reported (rounded up), but I think I remember a lot of people being confused. Another option is to not report the power usage of the internals in the KwH report. That might be easier for the engineers to implement.