The problem with having the battery at one level of voltage and then using the high voltage output to charge yourself up is that when ever you goto turn it off you have to make a connection between the two voltage differentials. If you're the ground plain then the only voltage potential you have to work with is the 12 volt which wont give you a shock.
By putting the HV output to the earth ground you will still raise your bodies voltage up high enough to shock whom ever you want anyway. With the HV lead to the earth ground your just floating the battery and controls at the same level as your body.
Regardless of which way you hook yourself up you still get the same shock as the person you plan to use it on anyway. When you connect your self one way you just dont have to shock yourself while turning it off.
I used to do this same trick in high school with an old fly back transformer from an old TV. If I made myself the same potential as the power supply side(battery pack) I didn't have to get shocked while turning it on and off.
And yes it was harmless, but very funny!