The live prongs are insulated to such a length you should not be able to touch any conductive part before the plug is no longer making electrical contact with the socket.
It's likely you got a small zap from a filtering capacitor inside the device that had not yet discharged.
I am not an expert and the shock didn't feel as bad as I expected so you are probably right.
If it was a genuine plug, but there are non-genuine plugs around which aren't insulated (as well as ones with an insulated Earth!). If the plug was older than 1984 it could even have been genuine, as insulation wasn't required until then.
I prefer both plugs and switches in Europe. Probably for the same reasons as you - I grew up with them, and they feel right.