The top of the atmosphere is about $400 kV$ with respect to the surface of earth, corresponding to an electric field that decreases with altitude. Near the surface of earth the field is about $100 V{m}^{-1}$, but still don't get an electric shock, as we set out of our houses in to open because (assume the house is free from electric field)

Since our body and the surface of the earth, both are conducting, therefore our body and the ground form an equipotential surface. As we step out in to the open from our house, the original equipotential surfaces of open air change, keeping our body and the ground at the same potential.

Dry atmosphere is not a conductor. Only when top of the atmosphere increases to a very large value and there is moisture in the air the lightning strikes the ground. Since 400kV is not very high voltage so, it will not strike the ground. That is why we don't get an electric shock.