The buzzing was probably down to lighting or something on the same electric ring interfering with your amp, it’s called RFI, but you may also be playing in a venue with no electrical earth, obviously this would be dangerous to yourself, if any short circuit occurs then YOU would be the earth terminal, the built up voltage would travel through your strings, hands, body and then legs to earth.
Don’t take the venues owners word for it, get yourself a tester, the will look like a normal power plug but flash with a green light if earth is detected, we can get them here in the UK so they must be available in the US.
Your equipment does need to be earthed, but i think you have a RFI problem and that can be caused by another noisy appliance on the same circuit, not and easy one to deal with.