A ‘hot’ wire has a big potential difference and nowhere to go. If you touch it, you suddenly act like a badly designed electric heater plugged into the circuit. A modest amount of energy from the wire will flow out, though you, and to ground. In the process, the parts of your body conducting electricity will be disrupted and heated.
Why doesn’t it stay in the wire? Because you might be a badly designed heater, but you give -some- path to the ground/a lower potential state. There’s no path in the wire, it just ends up waiting there.
Exception: A dead short in the circuit before you, like a wire that goes right from the hot wire to the return or to a ground, will likely protect you from touching a hot wire. The hot wire also won’t stay hot very long though, because a dead short will rapidly heat up the wire as power rushes though it as fast as it can, so either the wire will fail or (hopefully) a breaker or fuse will open the circuit and stop the power.
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