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.
Does the human body rapidly discharge into air or something?
Enough for a change in potential to cause arcing, as we can see. I’m sure you could find relevant experimental studies, or even conduct them on yourself with a proper transformer and voltmeter.