Help with SSR and Neon

I am building a temperature control box using PID’s and Solid State Relays (SSR). I have a problem with adding a neon indicator across the SSR output to indicate when mains is switched the control signal input. Without the neon the SSR has 240v on the input and 0v on the output ie. no control signal input so no output. When I connect the neon, it lights even though the SSR output should be 0v. However there is 100v at the output?? Help anyone. Photo below. Many thanks in anticipation.

Sorry new on here, can’t see how to add a photo and have managed to submit more than once.

You need to post ten times before adding photos  or use a photo service , whatever they call them . 

I found that solid state relays  "leak"    I'm no expert on them but  my mind still works on mechanical relays with coils etc .   

I once used a solid state touch switch  to operate a mechanical relay , to switch on two 500watt   floods for 5 mins  while early starters could walk through a warehouse to the light switches.

Retuning next day  for something else I found the relay coil to be cooking  because a voltage was flowing from the touch switch in it's "OFF " state.  

I bet the neon only lights when no load is connected?  If the SSR is connected to a heating element, the leakage would be so tiny there would not be enough to light the neon once loaded by the heater.