That's not because of the frequency of the guitar but because the guitar functions as a very nice antenna (long piece of metal (the strong) + a coil forming a tuned circuit), what happens is that your hands create a very temporary partial diode where you touch the strings!

Such naturally occurring diodes are an interesting phenomenon (in this case: the salt in your sweat interacting with the steel of the strings) and were the basis of the very first radio receivers after the 'Coherer' (which is a word that has fallen out of use so far that it registers as a spelling error on my browser!).