When electricity passes from our body to the ground, an electric circuit is complete. This results in flow of charges resulting in an electric shock. However, an insulator makes this circuit open by not allowing the current to pass through.
To feel the shock the circuit has to be complete.Here rubber slippers prevent us from completing the circuit and thus we feel no shock at all.
But sometimes a little shock is felt.This is due to the impurities in the rubber slipper, that act as conductor.