The documentation you link is about the CPU. But there are more devices on the board, like the regulator and the sensors. All of them my consume some amount of current. You have to look at their data sheets and see, if they can be put into a low current state as well. Maybe a LED is still on, then it must be switched off. 250µa at 3v3 would be the current through a 13k resistor. So for a full populated board 250µs does not seem much. With a 2000mAh battery that would result in about a year stand-by time.
I started playing with advertising intervals and surprise surprise that’s where the power goes.
The documentation mention “between connect events”. I interpreted it “while advertising” but that’s apparently not the case. When the radio is not transmitting, I measure 4uA which is great. Also because the Radio is still on and a peer can connect almost immediately.
Another trade off I considered is to manually time advertising using an external RTC and put the MCU to deep sleep. But doesn’t seem a great tradeoff.