Why am I getting an electric shock from the water in my hot tub?
Edit: This is sounding more and more like a problem with either a neighbor's electrical or the utility's supply.  See last entry.

DON'T get in that hot tub again!

The "very small" shock was due to high impedance between you and the current.  Impedance is extremely luck-based. Someone getting out of the pool might splash water where it had not been before, now the impedance is much lower and that "small" shock puts you in a wheelchair.

Hot tub miswiring is so common it's legendary.  RCDs do not protect you from all wiring errors.

Don't get in the hot tub again until you positively find the cause and remove it. 

8ma vs 30ma protection

RCDs also do not protect you from shock, necessarily.  In Europe, RCDs have been used for a long time, and for a different reason - protecting houses from fires, not protecting humans from shock.  Also, since they use whole-house RCDs, they must use a higher (more permissive) threshold, otherwise small leaks from many appliances will "stack" to cause nuisance trips.   So whole-house protection is typically 30ma threshold. 

Whereas in the US, GFCI is specifically for human safety, and it is 6ma or 8ma.  This is too sensitive for a whole house, so it is applied circuit by circuit on circuits where it is helpful.  (near sinks). 

Your whole-house RCD would need to be 30ma, which is not enough for life-safety protection.  It's less likely to outright kill you, but it's plenty enough to stun you - and when you are in water, being stunned means drowning. 

Your hot tub should indeed have its own RCD, at the 6-8ma sensitivity level. However if you walk into a store and buy any random RCD, it's quite possible you'll find yourself holding a 30ma one.  Perhaps your hot tub installer did exactly that. 

RCDs do fail

I.E. they stop properly detecting ground faults. That's why the device has a "TEST" button.  Use it. 

It may be miswired to bypass the RCD

In fact, this is likely if the hot tub installer hit a situation where the RCD tripped when he hooked it up correctly.  The RCD would trip when hooked up correctly, if the hot tub had a ground fault.  Typical installer move is to jury-rig it any method that will work, then get paid. 

This can also happen with amateur installers. They typically refuse to learn how to do the job properly (because that takes time learning about subjects they just don't care about), and simply "try random combinations" until one works.  Many will work and also kill you.  This might be one of those. 

If the hot tub has a ground fault, fix it - seriously

Sometimes RCDs trip because the downline device is connected correctly, but actually does have a ground fault.  This tends to surprise the heck out of people, they are in full disbelief -- "MY appliance has a ground fault? This cannot be!" (even they know nothing about ground faults).  

I've seen people replace RCDs twice simply because they cannot believe they actually have a ground fault.  And of course they feel totally justified in bypassing safety protection altogether. 

So don't be in denial about that.  There is a real possibility that the hot tub has a ground fault.  If so, fix it.  

It might not even be the hot tub

There's an outside chance this shock is entirely unrelated to the hot tub.  It's possible the dangerous voltage is being sourced from some other thing in your yard, and the hot tub is correctly providing grounding, thus completing the circuit.  If so, the cure is a thorough search of your house's electrical system for any defects. And if neighbors are close, you may need to bring out someone to test for problems coming from them.  

In any case, this is nothing to trifle with.