First, while cutting, the voltage is typically around 100 V. If you complete the path while cutting, well a good shock is the least of your worries. The power is not activated to the torch until the switch is pressed. If you somehow complete the path with the true ocv, then yes it can be a problem, but it is highly unlikely.

Second, leather gloves do not do a good job of insulating you from the work or the circuit. Where I live and a lot of people live heat is a constant issue and the slightest bit of persperation while working instantly nullifies the "insulation" theory. Leather has salt in it anyway which increases the conductivity of water.