My problem was defected NRF24 radios. Had to order 3rd batch from ebay, and even though it contained a few defected modules.

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.
Thanks!