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I cant think of a time were I had this issue.. I have not tried with my 2015 15in rMBP, but I've used my 2011 17inch MBP for years (obviously lol) and never noticed it drain while plugged in. I've used hand brake, heavy gaming, parallels emulation gaming and it always stayed charged. Are you guys using the 3 prong power cord that came with the MBP or just the 2 prong? The 3 prong delivers a bit more power than the 2 and could be your problem.
 
I play games frequently and benchmark stress my 15" Macbook Pro from time to time, and I have not experienced this issue in OS X or Windows. Perhaps it has something to do with me always using the power adapter attachment with the ground.. I've never used the two prong attachment that comes attached to the adapter initially.
 
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