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Because it is not attached to another wire while sitting and the circut is incomplete but the moment it touches the another wire and circut is completed it gets the shock...

Even if you will hang holding one wire you will not get a shock but if you will touch the ground while hanging ..... earthing would take place as a result you will get a shock...

I hoped it helped you...
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Generally, there are two wires: Live (Positive) Wire And Neutral (Negative) Wire. These wires have potential difference between them.

When a pigeon sits on one wire, it does not get shock as it is not connected with the other wire. If it gets connected with the other wire as well, the circuit becomes complete and it will get a terrible shock.