You need that extra 4mA for the MCU 
#include <avr/sleep.h>
// these snippets for ATtiny85
//------------------------------------------------------------------------
ISR(PCINT0_vect) { // Pin Change Interrupt
// GIFR automatically cleared here; hope timers don't use them
// clear the pin change interrupts and turn them off
// good to wake and run now; or no change during normal interrupt
GIMSK &= (0 << PCIE); // no more Pin Change interrupts; mask them off
sleep_disable(); // now that we've woken up, stay up;
DEBUG_PRINTLN("**int WAKE ***");
state=sWAKE_FROM_SLEEP; // duplicate - in case we (return) wake up in lala land
}
//------------------------------------------------------------------------
void SleepSession(void) {
// configure and enter sleep mode, only pin change interrupt (ign switch or pushbutton press) wakes us
ADCSRA &= ~_BV(ADEN); // disable ADC and save power ~0.3mA at 5V; _BV is a macro
// not sure if BOD (fuse) is used, analog comparator if used may need to disconnect too to save power.
// config pin change interrupts
cli(); // disable global interrupts as we are reconfiguring them
PCMSK = 0b00011000; // unmask pin change interrupts on pins PB3, PB4- the switch inputs
GIMSK |= (1 << PCIE); // unmask Pin Change interrupts; Interrupt source
// not sure if timer interrupts happen on Arduino with Attiny85, leave otehrs alone
set_sleep_mode(SLEEP_MODE_PWR_DOWN);
sleep_enable();
sei(); // re-enable global interrupts, sleep is set up now
sleep_cpu(); // go to sleep
//---------------------- W A K E ---------
/* Upon waking, the program will continue from here. */
state=sWAKE_FROM_SLEEP; // ensure we go to the correct next state
}
//------------------------------------------------------------------------
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