Being wet yourself'll just reduce your skin's insulation, pumping yourself with more current. Getting them wet likely won't bridge a gap between them and the gloves though. Regardless, it isn't gonna be a whole body shock. Electricity tends towards the path of least resistance, which would be from one terminal/finger to another terminal/finger. The only goal I could see here being to overstimulate a target, because any other goal this could achieve just seems too flawed, even for ICE standards.