Alex, interesting. I've never had that problem and my hands really sweat. Of course, there really is no need to over handle it. You pull it out of its container and zap it with a battery, No fuss no muss.

Another interesting thing I demonstrate is submerging steel wool in water. I take it out, squeeze it out, and wrap it in my shirt for a few seconds to help draw out whatever moisture is left and zap it with a battery. It works.