The less leakage there is, the more voltage can build up. In any case, there is more to read on the Internet and in books about this, so if you need to, go for it. Voltage is like pressure. You would measure water or air pressure in pounds per square inch. What you are dealing with doesn't change, its behavior does.
Voltage is only one facet of electricity.
It's because of the pressure you can create with your finger. The volume of water you shoot is very small, but the pressure is high. Now imagine a fire hose being used to disperse a crowd. It is entirely possible that the pressure in the hose is the same as in the squirt gun, but the pressure AND the volume can knock people off their feet. Now, back to electricity.