A Van de Graff generator can only deliver microamperes of current continuously, so the voltage was no longer 200kV or whatever after he touched it. It was probably less than 1 volt.
If you want to look at it more technically, the generator is like a constant current source of something like 10-50uA (wild guess) feeding into a capacitor and some leakage to ground (corona discharge) that occurs at high voltage. Discharging the capacitor of (the hemisphere at the top has some capacitance) and you're left with just the microamps of current, which is not remotely enough to be dangerous.
simulate this circuit – Schematic created using CircuitLab
