Why is it that when you touch the neutral in a box that is not connect to the panel cause the test light to come when touching the power wire?

It shouldn't. The open end of a non connected neutral should have the same potential as the voltage feeding the circuit. The only time a voltage will show is when the return neutral is tested with a meter to the neutral bar or the ground return bar. It will then show what the supply voltage to the connected load is. Once this neutral is connected to the neutral bar there will be no voltage shown across the test meter between the neutral and the neutral bar or the ground bar.