It is safer to use an appliance or tool that is grounded. In theory, when a ground fault occurs, the electricity is supposed to travel via the ground wire to the ground source, not through the body. This theory is valid to some extent. However, if moisture is present, the facts change. Water is the world's best known ground source.
Water makes it easier for electricity to pass through the body.
When wet, we actually become a better ground than the ground wire in a three-wire circuit. Normally there is an equal balance between the current that travels in both the black hot lead and the white neutral lead. When a short or ground fault occurs, an imbalance results that can be detected. That's enough time so that most healthy persons would not be injured. Now you can see how important they can be.