If there is simultaneously voltage and current (the same orientation), there is always a loss - quite generally.

Emphasizing Josef's anwer: YES

But if you've got leakage currents in the tens of milliamps you most likely have a power diode and conduction loss will create most of the heat :) Except when the converter is off.

If you have measured tens of mAs current in off-state of diode, the advice is:

1. Test your accuracy of current probe

2.If it is accurate, you should have a better diode