I'm all for GFI's, but even without a GFI this is extremely unlikely to have killed, or even injured her. The hazard from electrical appliances and water is a current passing from the appliance through your body and to ground through the water and pipes. This occurs when a person in contact with a faulty (or wet) appliance contacts water in contact with plumbing. If you are sitting in the bathtub and someone tosses in a radio, the current will flow to ground without passing through you. Grasping the appliance will create a hazard and is the worst thing you can do.
I remember an otherwise unmemorable made-for-TV movie with Terri Garr fighting off just such an attack by a Martin Mull character. She and he wrestle with the radio while she stands in a robe in a wet tub. This is the worst thing she could do. It would be far safer to let the damn thing fall into tub.