Remember that P = I^2 R (i.e. power goes as the square of the current for a constant resistance)
so for an object of constant resistance then to double the current than you need 4 times the power.
The first thing I think about when I see 4Ka is that any wires used would be enormous.
DC is in fact the better way to transmit energy over long distances. The computer I am typing this on is powered by energy transmitted 900 km in the form of DC.
Stuff like radon or CO are way higher on that list, in my personal opinion. Hell, even people's general ignorance of their countries' political process and what their (elected or not) officials are doing is way more frightening to me than their ignorance about electricity.
Sorry to be so damn pedantic.
Including but not limited to: software, nuclear radiation, CO and chemistry in general, electricity, microbiology, politics in practice, macro-economics and banking, ... (it's a pretty long list)
You do start to see some odd effects at those voltages though - I recall holding one of the output plates for ten minutes or so, without realising the supply was on. Didn't really think much of it, until I realised I could hold my hand over a piece of tin foil (roughly 1cmx1cm) and it would be attracted to my hand from 2-3cm away (that persisted for five minutes or so).
In practice pretty much everyone who designs safety critical systems where electrocution is a concern focuses on current because it's a much better way to model and analyze the system risks than voltage.
Which will still be thousands of volts, but it sounds like it's pulsed thing as well, and they would certainly disable it if they're not in a dive or otherwise trying to be stealthy.