Does your mobile Windows media running in the background? If so yeah it is annoyed and expected. You should shut it down if you do not use it. By default when you close the program it does not completely exit and instead running in the background. You can get a program such as Magic Button (free) or spb pocket plus (not free) to be able to completely shut it down with the X button without having to go to running program window to do it.
Jeff
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