They are joking.

Look, what people are saying about the tub and being in the path of least resistance is somewhat true. However, I'm going to use my 2nd semester college physics super powers of recollection to describe an experiment we did with low voltage wires in water. Yes, there was a path of least resistance, and it generally was a straight path, assuming the water was homogeneous. But also what happened is that an electric field was generated with differing levels of potential forming a sort of "relief" map where the highest point was where at the positive electrode, and the lowest point was at the negative electrode. (high and low here are just conventions, so you can reverse the two if you want...or even use an absolute value if you want)

So there is an electric field, with differing potential levels forming a circle around a single point electrode (kind of like an electric plug) If someone were in that field, you might feel the potential difference between where your belly is and where your buttocks is (are?).

Now this isn't entirely true either, as the sensation is probably a surface effect, as you can see in that "classic" low-voltage experiment I mentioned before. In either case, you would definitely feel it.

Plus, that's 220 V (240?) because of the different connector (somewhere on the european continent?) 110 will give you a buzz. 220 can kill you. (ironically it's not the voltage that kills you, but it's the amount of current available that will kill you. However, given a higher voltage and an "infinite" source of current (like a big power wire) you can die.

If you actually had their setup in a pool plugged in, you would probably see the results of the conduction between the positive and ground ends of the plug as some sort of fire (cause cables get hot when you're momentarily pushing a 100 amps through there!)

Of course, I've never performed the high voltage version of the experiment. And maybe that's why I'm writing this today. ;)