The switches on them are small, just sort of flicked by your thumb, so you never would see them pressed unless you had an extreme close-up. Most of them have physical, obvious switches if you actually look at them, and most of the toys/replicas/whatever have their on-off switches in the correct place based on the props, too.
Most recently, in the new trilogy they filmed with sabers that are a bit like hugely improved/more expensive versions of the FX ones that are for sale/that fans build - so they actually light up. They did this so that they didn't have to add the color glow reflecting on people/the environment in post, though they still draw over the natural, real light of the saber blade as a special effect as they always did before. In the prequels they just fought with metal sticks and added all lighting effects, even reflection and glow, in post.
Anyway, point is, the modern props actually have an on/off switch anyway, cos they actually have an electronic blade that lights up. So yeah, they have switches.
