Will a buck converter drain 2 X 9v batteries with no output load
Since the Buck converter will be running, the battery will get drained, if the switch is placed after the DC-DC output. you had mentioned placing the switch at the output is convenient, you can use the switch to shut down the buck converter also.

Most of  DC-DC converter IC will have shutdown pins, which will put the device to low power mode in which it consume very low power, so you can combine this shutdown pin and the switch to reduce the power drain of the battery significantly