Yes. If you have an electrical network that isn't grounded anywhere you can't get a shock from touching only one wire because there wouldn't be any current flow. If you repair electronics you might do that to a single device with an isolating transformer, or if you are a hospital you might do that to the entire building.
But at the scale of a national grid it's basically impossible to ensure that the entire grid is isolated from the ground all the time. Stuff breaks. And if the network is grounded in some far away place but not anywhere near you you get exactly the effect you describe: you have some unknown and potentially large voltage differential towards ground because the literal ground doesn't have the same potential everywhere. So instead you give up and tie one of the potentials to ground, and do that as often as viable.
