The "electric shock" normally used in psych studies is tiny, it's like the equivalent of one of those little toy prank buzzers. You couldn't possibly hurt someone with it, this is really a non-issue.
Related side note: Electroconvulsive therapy uses much larger electric shocks but, administered safely by a clinic, is extremely safe, has relatively minor side effects compared to e.g. SSRIs, and is very effective for severe depression. It's a huge shame that it's undeserved reputation prevents it from being more popular. Blame "One Flew Over the Cuckoo's Nest" for its inaccurate portrayal.