Because you were dry. The current you were shocked with probably went through just your hand or arm and only through one specific path. If you're wet, your entire body becomes the path. Our skin is surprisingly resistant and it takes a decent amount of voltage to "puncture" it, but wet or sweaty skin lowers our resistance. Also, poking your skin will help. Don't be the idiot that pokes both palms with an ohmmeter, because you will die (it has happened).