Insane and Fetasigma, it's absolutely plausible, and
It's not the fault of the passthroughs -- it's the power supply!
The metal casing of the passthrough is wired to ground. This is normal and by design -- it wouldn't be able to make an electrical connection with the cartomizer otherwise.
This means that if the USB ground (one of the pins in the USB connector) is not actually truly ground, there will be a leakage current, and you can indeed get shocked from holding it -- probably not dangerous but very uncomfortable.
The question is -- What USB port are you plugging it into?
If the answer is a USB power adapter, then that would explain it -- they are usually not grounded. You COULD try flipping the USB power adapter in the socket and see if it helps. This will swap the Live and Neutral conductors, and there's only a 50% chance you got it right the first time.
If you're connecting it to a computer, make sure the computer is connected to properly grounded power outlet! Ground must be maintained all the way, including power strips, or it will not help. If you get shocked from touching the computer's metal parts while standing on the floor with your bare feet, the computer is
not properly grounded. If properly grounded, this
never happens.
I live in Thailand, and in a couple of houses where I've lived, I've encountered missing ground, or even ungrounded outlets. Touch the computer while standing on the bare floor = zap! The Thais solution to this would be to put a rug down under your feet. I preferred the more technical solution of pounding a copper rod into the ground outside and running the wire through the window, grounding my power strip and all my equipment. Crude, but correct, and it worked like a charm.
I had a very similar problem literally just days ago when connecting my chargers to a powered USB hub with its own (ungrounded) power supply. I got shocked when screwing in the batteries! The solution was to run a usb cable between the hub and the computer, which was already properly grounded, thus in the process grounding the hub and everything connected to it. Problem solved.