Dave,
Keep in mind that some wires are insulated anyway. But that is probably not the answer that they are after. Bennie's answer is probably the best to describe why. If the bird is only sitting on the one wire and is too small to physically touch anything else (another wire (at a different potential) or grounded object) at the same time he's fine. If a bird on an adjacent (different) wire decided to (and could) lean over and touch him/her they've both got a problem.
But the wires are usually too far apart for that to happen. (Except maybe in Jurassic Park)
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As a side note, if the bird was on a cable, which is several wires twisted together it could touch two at the same time but they are insulated from each other - only 1 would be bare.