Before Scott can give us the right answer, (I mean that in a good way) I'm gonna go out on a limb and say that it has something to do with sensing the slight voltage potential difference between your body and ground...
Nope.. scratch that they seem to work even when my body is "bonded" to neutral, and I touch the lamp.
Is it similar to the 60hz hum you hear when you touch the tip of a guitar cord that is plugged in to an amp? (I realize the hum is the AC cycle frequency a slightly flat B-flat.)
