By "spike box" I presume you mean a Surge Protector with several outlet sockets to protect against over-Voltage spikes. Your results depend on HOW you tested. If your testing device is some simple item like a light that is either on or off to indicate there is SOME continuity on the connection, that won't tell you everything. You actually need a resistance meter to test.
The simplest (and most common) type of voltage surge protector has devices called a varistor connected in three places. One is connected between the Hot and Ground lines; another is between the Neutral and Ground lines; a third is between Hot and Neutral. "Varistor" is a made-up name because these devices are non-ohmic resistors - that is, their resistance CHANGES with applied Voltage. Moreover, they work in BOTH directions, not only in one as a normal Diode does. See this for a more complete explanation.
As long as the forward voltage applied is less than the varistor's voltage rating, its resistance is very high so the current flow through it is very low. But if the voltage exceeds the rating, suddenly the resistance becomes REALLY low and a huge current can flow through the varistor. This also works exactly the same for a reverse voltage. So in a Surge Protector if the Hot line peak voltage compared to the other line exceeds the varistor rating (say, 300 or 400 V), that varistor across the lines suddenly becomes a near short and a huge current flows through it. This normally is quite sufficient to trip the 15 A breaker supplying the circuit for the wall outlet, and all current flow stops. In the meantime for a VERY brief moment the load connected to the Surge Protector experiences excess Voltage, normally NOT long enough to cause the load any damage. However, that heavy current flowing through the varistor normally completely destroys the varistor, so it has been sacrificed to do its job. Exactly the same process happens for the other varistors between Neutral and Ground and between Hot and Neutral if either of those voltage differences exceeds the varistor spec.
Note an important result of this. Once a voltage spoke has done its job and sacrificed itself to protect the load, the power bar STILL has good supply on all its lines and WILL continue to supply power to the load. However, there now is NO surge protector device in at least one place to continue the protection! So users need to check their surge protector bars from time to time to verify they still are able to protect the load! Many such devices include a small indicator light to warn if the varistors inside have been blown. If you disconnect one from power and open it for inspection, destroyed varistors usually are quite obvious visually.
There are other ways to protect against Voltage surges that are not destroyed when the surge it suppressed. These require much more complex circuitry and many high-current-capacity components, so of course they are much more expensive. That is why the low-priced surge protectors are so widely available - they are easy to buy. BUT they MUST be replaced (or repaired properly) after they do their job just ONCE.
OP, because these varistor components act like diodes in both directions, when you measure their RESISTANCE in either direction, you do NOT get infinite resistance (open circuit) - you get a high resistance reading (many hundreds of Ohms at least) because the meter does NOT apply a high voltage to make its measurement. BUT if your testing device has a circuit that simply changes its indicator light from off to on when the resistance is below some unstated high value, it MAY indicate the varistors are NOT open circuit. That is why I said you need to measure them with a different type of testing device.