Why Never use a test light to probe for power in an electronic circuit?
Thereof, why You Should Never connect a self powered test light to a circuit that is powered?
The battery in a self-powered test light does not provide much current. A weak battery may not provide enough power to illuminate the test light even when a complete circuit is made (especially if there is high resistance in the circuit). Always make sure that the test battery is strong.
Considering this, why do I have voltage when switch is off?
Just to recap, a "phantom voltage" is where a wire from a switch to a light or outlet runs next to a permanently live wire, when the switch is off, the AC voltage in the other wire can induce a voltage in the switched-off wire. Now I turn the switch off and check the voltage again.
To begin, make sure no current is running through the circuit or component you want to test. Switch it off, unplug it from the wall, and remove any batteries. Plug the black probe into the COM port on your multimeter. Plug the red probe into the VΩmA port.