My problem was defected NRF24 radios. Had to order 3rd batch from ebay, and even though it contained a few defected modules.
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RE: Sleep mode/Read Vcc issue
The problem was faulty NRF24... another batch
Just powered sensor in sleep mode is consuming as expected - a few uA.
But later, after while, power consumption is increasing.
Commenting Vcc was just coincidence.
Received new NRFs batch from mysensors shop, and all the problems gone.