Yes. You need to start switch test with a "clean slate" i.e. with all switches open. This means making sure all drop targets are raised and all balls are removed from the machine.
Note, the switch test does not report multiple closed switches, only the lowest number switch found closed. Switch numbers are listed in the "Switch Identification" section of the manual.
So if you're testing the switches start from switch 40 and work your way back to switch 1. When you drop a target to test it, if the game reports the correct switch number leave that target down and move to the next drop target. Check that switches report the correct number, if one/some don't there's an issue within the switch matrix.