All that's happening is that your body is being properly grounded through the guitar when you touch the metal knobs or bare selector switch (no tip being fitted?). This a) stops your body from acting like an aerial and emitting noise that's picked up by the guitar and b) your body acts as a ground plane and absorbs RFI that would otherwise reach the guitar.

This should also happen when you touch the strings. If it's not, then did you fit the ground wire to the bridge post insert? If you did, then the black coating on the hardware may be preventing ground continuity. This normally involves scraping the black off in locations you can't easily see so that there's a ground path all the way to the strings. If you didn't, then you really need to fit one, and do the scratching away as well.

Because of this, black isn't a great hardware colour choice unless you've got low noise low impedance active pickups fitted like EMGs, which don't need the strings grounding.