I did some Googling a few months ago on this subject to clear it up for myself and found a bunch of information that strongly suggests the above line of thinking is very very wrong: it's CRTs that store massive amounts of energy for ages - they do this to store energy for future warmups, so the necessary surge of power can partially come from the CRT itself. So this is a design feature.
Most current PSUs have bleed resistors to drain the internal capacitors, and if I understand correctly, the short/very quiet high-pitched squeal you hear when you disconnect a PSU is the high-frequency oscillator circuit rapidly winding down as the charge in the capacitors is drained (I recommend a quiet room/environment to test this). This happens within about a second or so on the low-wattage PSUs that I have here.
If putting a screwdriver across the capacitors in a PSU produces an arc 5 or 10 seconds after that PSU is off, I'd be very very surprised.
The "PSUs KILL" line has been touted by CRT techs, probably from a time when bleed resistors and other safety measures weren't as prevalent. Well, it worked... and now we believe everything's dangerous. I personally feel a lot more confident eg swapping a fan in a PSU - I hear the squeak (in the PSUs I have) and know that it's now safe to work on.
With the above said, if I were tinkering with an unknown PSU, or especially a cheap Chinese OEM supply in a set-top box or similar device, I'd probably poke everything with a big insulated metal stick before I worked on/near it.
Of course, standard disclaimers with this type of info applies - definitely do your own research before trusting the above!
If any engineers/electricians/similar can chime in here and confirm/disagree that would be great.