Why won't my ceiling light turn off with the wall switch disconnected?
It sounds like you're poking around in the wrong hole. The circuit you describe looks something like this...



Which obviously is not possible, since you say the light is on.  More likely, the switch does not control the light at all, and the circuit looks more like this...



It's possible (as previously mentioned) that the switch actually controls a receptacle, or some other device. In which case the ceiling box is probably wired directly to the circuit, and is intended for a fixture with a built-in switch (pull chain).