I guess you actually meant "even if their fingers aren't wet"? But why do you think it would be extremely difficult to test this hypothesis? All that would be needed is to get a large enough group of people and test their gripping ability on the same surface when their fingers are wet and when they aren't.
The article states: Scientists have known since the mid-1930s that water wrinkles do not form if the nerves in a finger are severed
Would such a person not have good wet-grip because:
A) They don't have the ability to form wrinkles
B) They can't grip well because they can't feel their fingers
That's the point I was getting at.