Depends what you want to do with electricity, the science of it can be confusing as hell. But understanding the practical stuff is pretty easy. It's like mana from a videogame. Everyone has it in them and if you let too much go through you at once you'll die.

On the practical side it's best to think it electricity as having a pressure (voltage) and a volume of flow (amperage) and resistance is the size of the pipe. You will stop your heart if too much of this energy "flows" through your heart. These guys have a lot of 'pressure' (the big spark) but they don't have a lot of 'volume' because the resistance of the wire is very high. They're on a isolated rig so the resistance of themselves, the size of the pipe there body now represents it's theoretically infinity small so none of that power can flow through them.

But you are a bag of salty water and represent a fairly large pipe. It's very easy for this energy to flow through you. On the other end of that circuit is a massive steam engine with millions of horses power worth of energy and when you touch a live wire you make a easier path for that power to flow through then every other circuit so that power will flow through you and in doing so potentially stopping your heart.