One caveat, on that fixture... for that chain to become "hot" there must be an exposed wire inside the fixture that the chain was getting up against... which at some future time could possibly still get against the housing somehow, not real likely but...
just be aware, personally I would take it apart and fix it, probably just a strand of wire that is not in its wire nut correctly, no biggie to fix... remove the wire nut twist that loose strand with the rest of them and reinstall the wire nut, problem fixed
however, the next time you are going to be in the neighborhood, why not just return the fixture and have them give you a replacement..
if you fix the ground issue it will not be safety issue, but..... why not return it while it is still new and "returnable"
just tell the clerk that it shocks the crap out of ya when you touch it, which it did