I seem to remember as a young child being told that it is safe to touch a Van de Graff generator (for the hair demonstration), but that if you let go before it is safe you will get a nasty shock. I know a bit more about electricity now, and I’m a little skeptical now. Is it possible to get a shock from letting go of something?
The generator is generating a difference. Even if you have the same potential when you’re holding it, as soon as you let go, that ends.