I try not to weld in the rain or standing in water, other than that, the shock hazard from a functioning DC welder is very low with or without the leather/sweaty glove. However while th shock hazard from a good working AC welder is also very low, there is a condition where the AC welder is defective where the primary and secondary windings have a "short", it is possible for 230 volts to be present on the secondary winding of the transformer and that can endanger the welder. Especially if standing in a puddle of water or getting between the stinger and a grounded table. This is a very rare condition, but it can and has happened. So bottom line is getting shocked is the least of your worries, getting burned, getting arc flashed, setting a fire, those are all of much more likely concerns. Having plastic (or any) gasoline cans setting around or rags or sawdust, or anything flammable, Yeah, watch out.