Think of electricity like water. Water has pressure and volume (how much water is coming it at one time. The bigger the pipe or hose, the more volume). Volts is electrical pressure.
AA and AAA batteries are 1.5 volts. 9 volt batteries are, unsurprisingly, 9 volts. So they have a lot more pressure.
Like water, electricity doesn’t flow thru all things easily. You fingers have more resistance to the flow than your tongue AND the electricity has to flow further, which is harder.
So the 9 volt is like shooting a garden hose thru tissue paper and the AA is like trying to shoot a squirt gun thru the box the tissue came in.