Yes, it's a giant storage capacitor, and it will always find ways to get you!
Best to discharge the anode after it's been on so you don't get zapped, it can't really hurt you, unless you have cardiac issues, as it can scare the crap out of you, and cause you to yank your hand back and cause nasty cuts in the sharp edges all around.
If I had a dollar for every time I have been zapped working on TVs and such, I would have been able to pay my mortgage in ½ year!
There is even ways to have fun with the HV, if you are A) dumb, and B) know what you are doing, like this guy.
https://www.youtube.com/watch?v=Rb6vMgurAH0