You won't get hurt, naturally mint, static electricity can be kV of very low current, but your circuits will, that's why MOS devices are protected from static; this Atten is like having a static discharge every time you turn it off. damage its just a question of time. You can't remember to remove the DUT under power before turning the Atten off all the time, and if the designers of Atten made such a simple albeit heinous error, what else will fail later on, that you haven't tested for.
ATTENtion to detail is something so much Atten gear lack. If the designers were perfectionists it means, most anything else has been addressed. If they let little things slide, there can be more problems later that you haven't tested for.
Consider the Atten 858D rework station, the error there are so heinous, it will injure the user, but the good news its easy to fix. However, there is no other device like it [ The Yihua or WEP brand are all built similarly, with problems] so buyers have no choice.
But in PSU, you have many choices. Why choose one with such errors?
..it does not seem to be that damaging in my opinion. However I am not sure if this is true or not since I don't know much about such circumstances, I assume its like static electricity where you can get a high voltage and current hit you, but its over so quickly you don't get hurt?