There is not actually much liquid inside an aluminum electrolytic capacitor. Cut one open yourself and find out! You're supposed to wear gloves, I guess, but I've just washed my hands and I'm still here, so....
If that was a real problem, people would die a lot more often than they do, just from touching random things in the world!
No, the capacitor organic electrolytics are things which are not really very bad (mostly glycol-y things and organic acid-y things, I think?) but which are best washed off your hands. That's all. There aren't any really nasty things in them, fortunately (and I have read enough RoHS/REACH/Prop65 crap to be confident of that, sadly).