> The thing that does happen when switching the neutral wire on a lamp is that doing so will energize the more-accessible "outer ring" of the Edison female receptacle rather than the less-accessible "center pin". This means that if you change the bulb with the switch on, you'd be more likely to contact the hot "outer ring".

Also, in most cases, the switch is only across (the wire that is supposed to be) the hot lead-- with neutral and hot swapped at the plug, you're not only energizing the outer ring of the light bulb socket, but also leaving it energized when the switch is off.

This leaves a shock hazard exposed even when the switch is off-- the lamp still won't light under normal circumstances because there's no path to ground with the switch off on the neutral line, but if you provide it one (your body) by touching it, you'll still get a shock regardless of the state of the switch.