Two GFCI's do not cancel each other out.
If droping it into the water didn't trip the GFCI, there wasn't a ground fault current greater than the GFCI setpoint (40mA?)
For a GFCI to trip, the electric that's supposed to be going through the hair dryer has to be going somewhere else instead...such as through you. It's possible that the sink had a plastic drain line, plastic supply lines, or even a plastic faucet. If so, there's no place for the electric to go to trip the GFCI.
And water might not be conductive enough unless it has some dissolved salts in it to conduct enough electricity to trip one.
Overall, throwing a hair dryer in a sink full of water isn't a very scientific experiment. Too many unknowns and unmeasurables.
