Yeah that's one of those questions that is a long discussion on a whiteboard.

In short you are becoming part of the circuit through capacitance. You're changing the resistance in the circuit.

When you are driving your car and you come to a stop at a stoplight and it suddenly changes for you? That's your car becoming part of the circuit through wires embedded in the street. Next time you roll up to a stop you'll see small cuts in the asphalt where they embedded the street light wires that your car affects.

Also applies to the small house lamps that turn on by just touching the fixture itself.

As others have said, try replacing the lamps and/or starter (small silver cylinder). If its the ballast it's usually cheaper to just replace the fixture.