If the phone was connected directly to mains then no, it would not use power while disconnected. However, mobile phones (for example) are NEVER connected directly to mains. Instead, they are connected to a step-down circuit that steps down mains voltage (120VAC or 240VAC depending on what country you live in) to usually around 5VDC. This can be done in various ways, but the two most common methods for chargers are step-down transformers and buck converters.
Transformers consist of two windings around an iron core. One winding (with more turns) is connected across mains, and the other winding (with fewer turns) is connected to a rectifier, filter capacitor, and then to the phone. Even when the phone is not connected, current is still flowing through the primary winding (the one with more turns connected across the mains plug) and thus power is dissipated.
Buck converters are a type of switching supply that turns on for a short period of time and turns off for a longer period of time. This happens tens or hundreds of thousands of time per second. The ratio of the on-time to the off-time determines the average voltage, which is passed to the output. However, this circuitry runs and draws current even when the output is not connected to the phone, so it too dissipates power.
If there is a closed loop across the mains, there will be current draw and power dissipation. In the case of transformers and switching supplies, there are closed loops in both cases, so the charger will use power even if the phone is not connected to it.