I don't know about gross, after all there is nothing you can step in with bare feet that you cannot also step in wearing shoes. But dangerous? Definitely.
As to don't "tell me what to do", point out you didn't demand they stop doing it, just pointed out what can happen.
Things are much better today, with all the three-wire grounded amps. In my touring days, when amps had two wire power cords, we often got shocks even wearing shoes. My guitarist once melted his E string in half when it touched his microphone.