Why am I not dead after repeatedly touching a high-voltage source?
The circuit is not quite as you have described. As stated in the comments (amongst the sea of humor), is that a bug zapper is not an ideal voltage source. It can't deliver very much power, even though the voltage is high.

You can consider the circuit more like this:







simulate this circuit &ndash; Schematic created using CircuitLab

(values are guestimates).

The net result is you will get an initial current spike of maybe a few 10's of milliamps, but only for a few microseconds. After that the bug zapper simply cannot sustain the current, and so the terminal voltage will drop, and the current will most likely end up being less than a milliamp.

It's not the peak current that kills you, but a current sustained long enough to deliver enough energy to kill you.

As to why it kills the bugs, that is simply a case of bugs being smaller than you. It will take far less energy to cook a small bug than it will to stop a human heart.