MOS is on with no current
Take a 10 ohm resistor then  measure it, it is 10 ohms. Now disconnect  it (no voltage or current applied) do you think it is still 10 ohms ? Or does it have an infinite resistance now that the current is zero ?

In the same way the channel in the MOSFET can be formed when Vgb (the channel is formed by the voltage between Gate and Bulk, the source or drain are not involved in this) is large enough. Then the conductive connection between drain and source is made even when the current is zero.