In some cases, they wear electrician's gloves, remember, that can provide protection against electrical shock. In other cases, what I see is officers not "holding up" an officer, but more catching them after the shock to keep them from hitting the ground too hard. I know that a Taser shock can be transmitted through human flesh, all electrical shock can, although the effect will be less, as a rule. I'll have to check on the mechanics of Taser - I'm not sure if the wires can transmit a shock or not,