as far as I remember, the inputs in Arduino are multiplexed and the system
switches between them to digitize the signal.
If your input is hanging in the air, I suspect that the charge sitting
at the "collecting plate" at the moment of measuring the
previous signal has no sink and the second pin appears to be at the
same potential. What happens if you ground the second pin?
I think you'll measure zero in this case.
Basically, what is your question? Why does the floating pin measure
the same voltage as a connected one? Even if it is so why should
one worry about any data from floating inputs?