ELectricity only heat things up when they have a tiny resistance, like a copper wire across the ends of a battery, but rubber has a resistnace that is billion billion thousand times that, so a rubber band across a 9 volt battery doesn't make you feel anything. ELectricity ionises the air and makes it function likem a battery, and it's this build up of charged air molecules that heat the air, but as rubber has such a high resistance the build up of heat won't be that great, as opposed to a human or a tree that has both high water content and sap, both of which are excellent conductors of electricity