It sounds scary, but there's no direct path to the electricity since there is no laminar flow between you and the showerhead and most of the water that is passing over the showerhead is not especially electrically conductive because there are no salts mixed into it that don't come directly from the water plant.

It has to actually have a mechanical fault that doesn't cause the shower heater to stop working and you have to come physically into contact with the shower head while that fault is going on in order for you to get zapped.

But it is possible for you to get zapped by them, and some people have died, I am sure, although I don't personally have any proof.

Electroboom has a good video on them.

On the other hand, I've yet to hear anyone being killed by a regular shower head.