Quality digital meters do have a switchable load resistor, at least in Europe (Benning Duspol for example). Problems like this are very common with DIYers using cheap DMMs or neon screwdrivers on 230V lines and then complain about the weird readings.

On the other hand, sometimes a neon screwdriver that lights up in both holes of a receptacle does indicate severe trouble... once found a broken neutral that way.