Does it just occasionally blink or does it stay on? Every Nikon I have does that occasionally and causes no problem. The off switch does not turn the camera off, it puts the camera in to sleep mode. So there is activity and very low current is drawn when the camera is in sleep mode with the "off" switch. Note that the drain is much higher on D800 than other recent camera models so the battery needs recharging more often than a D7000 that uses the same battery.
The activity like flashes more often when the battery grip is attached. If the activity light stays on it might indicate a memory card problem. Stan St Petersburg Russia