I think people get overly nervous when talking about electricity and water. I suppose that is a good thing. The only exposed conductors on a coil should be the lugs, diodes and a small part of the wire. I would think it would have to be seriously wet to bridge those contacts. I'm more worried about rust than electrical issues.
I commonly submerge the coil in the ultrasonic, dry off with a towel and blow out thoroughly with the compressor. By the time I rebuild the assembly with my newly printed coil wrapper it's completely dry.