My guess would be a high resistance ground with some leakage current. This might allow it to be biased roughly half way between neutral and line and light up neons all three ways. Come to think of it, they could probably self bias half way. It is really strange to me that you post this now because I had a fellow Testing Engr. borrow mine today. I told him I never use it as I pulled it out of my desk drawer. He had to test many outlets fast though and it is sometimes hard to get the Fluke probes in contact. I did look at the legend on mine though and it didn't show all three on.
Joe
