If you have lighted switches, there is a small amount of current traveling through the wires when the switch is off. If there's at least one light bulb in the circuit, then you'll see no voltage because the load of the bulb effectively grounds the switched line. But if you try to read the voltage without any bulbs installed, then you will indeed see significant voltage because the input impedance of the meter is too high to ground the circuit.
Rule number one: whenever possible, always measure voltage when there is a load on the circuit. This is true whether you're looking for an open or a short. You will get very misleading results if you try to measure voltage on circuit that has no load.