Shouldn't be. A missing bulb should register as being off, not on, because it breaks the circuit same as does the switch.
If you're not using the light anyway, find the switch that operates the light, and tape it down so that the switch is always in the closed position even when the door is open. If that doesn't solve the problem, then leave the tape on the switch but put the light bulb back in. It shouldn't light up even when the door is open as long as the switch is taped down, so it accomplishes the same thing as removing the bulb did.
Engineering: Finding complex solutions to simple problems you didn't even know you had.