Indeed it is a voltage phenomenon, but the damage is caused by current that flows after the air path is ionized, like lightning.
Lots of science fair Van de Graf generators are harmless, and that ESD tester is surely set to sub-lethal current limits. High voltage can really get our undivided attention without killing us, as TASER weapons demonstrate.
We have all seen the energy a lightning strike can release literally exploding trees. I used to have a old shop vacuum cleaner that was an accidental Van de Graf. After using it for a few minutes it would charge you up for a nasty discharge. I attached a several megOhm resistor to my light switch ground screw so I could discharge myself painlessly. In hindsight I should have fixed the vacuum. It probably had a faulty line cord ground, or was just a crap design.
Who here hasn't been zipped by high voltage... ? (yet). I worry about the power company line workers, they can really get hurt if they screw up, because that high voltage has beaucoup current behind it... When the squirrels short across a high voltage fuse, there usually isn't much squirrel left to police up. Many people are a little too casual about the more modest mains voltage, and pay the ultimate price.
Be careful.
Note: There was a recent thread about danger associated with phantom voltage (48V) and that is mostly harmless. !20VAC (165V peak) can be deadly in the right circumstances.
JR