Normally, your K800 keyboard's backlight will turn off after 10 to 15 seconds, or whenever you've set it to go off.
Sometimes though, the keyboard may stay lit longer. This often happens when the keyboard is moved to a different location on your desk or to another desk entirely.
The reason for this is that the keyboard has a built-in system to detect your hands. When moved, it can take some time for the keyboard to perform this detection again.
Allow 3-5 minutes for your keyboard to go through its detection cycle. Then, the backlight should begin to switch off again in the amount of time expected.