Generally such equipment should have the body connected to perfect earth-- not to leave it to Ground earth of the Public mains. In some countries, there is no standardisation like third pin earth.
Hence we have 2 pin sockets at mains. Obviously, in such cases the adopter or wall wart what some people call it, is likely to give a small shock when the electrodes of the equipment are connected to the body.
Mr Raviram should first try the device from battery only in order not to get electrocuted even to a minor extent.
Designing power supplies for medical applications, must exclusively be different even at component level and the requisite standards followed. A three pin (after ensuring that the wiring has an earth provided and it is effective.)