They are galvanically isolated. If you're getting any sensation at all, something is clearly wrong.
[1] https://electronics.stackexchange.com/questions/478607/feeli...
[2] https://www.dell.com/en-us/blog/notebook-tingle-sensation-wh...
If you're feeling "tingling sensation" your protection caps are fucked Mr. EE
Reactance of a typical Y capcaitor at 50Hz is in the range of single unit MOhm so even that does not cross perception thresholds of most individuals even at 230 V. But it may for some, I guess.