I have worked with Triacs 30 years. My job is working with professional lighting systems where triacs are used in dimmers and remote control systems extensively. I learned early that when a triac is off, it's not really off. The triac can be controlling an incandescent light and the light will be off, but if you get your fingers across the output the shock will knock you on your butt. It's like there is no current but the voltage is still there. I have controlled strobe lights through a triac relay, when switched on they will strobe normally, but when turned off it would flash about once every minute.
So ,Yes, there is some leakage but normally it is so small as not to be a problem. I have an excellent circuit that uses about 6 parts to make an Electronic Relay out of a triac. I will post it sometime today. It uses optoisolators on the control side to isolate the control circuitry from the AC line.
If the stray voltage from an 'off' triac bothers you too much, you can place a 4 watt incandescent christmas light across the output along with your other loads. It will short out the extra power, like the power that is running your radio.