If an AC-DC adapter has its load disconnected (at Vout), the internal power capacitor can hold its voltage for several seconds before bleeding out, as frequently can bee seen on output LED indicator, it can glow for a while. The internal cap bleeds out by attached switcher, via parasitic losses.
However, the AC input prongs are connected to the power capacitor via a diode bridge, similar to shown in this picture:
As you can see, if you connect any load to the AC prongs (like fingers or else), they appear to be connected to the cap via diodes in REVERSE bias, so the diode impedance is very high, and the current is negligibly small, and it can't cause any harm.