Just a guess:
The "body" of the shaded pole motor is made of laminated steel designed to "conduct" the magnetic flux right where its needed to turn the rotor. Othe types of electric motors have the magnetic parts inside a metal shell.
I'd guess that when you're near the motor with your meter, that magnetic the flux is also going through the clamp jaws that are trying to use to measure the magnetic field surrounding the conductors.
