It also happens with EU spec machines and their respective EU power supplies. Could be that some of these older homes aren't properly grounding some outlets, so regardless of what you stick in there, maybe you're not getting a ground.
Despite how dangerous it sounds, I've never heard of anyone having a real shock... so I guess it's fine.
So, my guess is you're using the 2 pronged brick (US) plug with a US->EU plug adaptor.