Two possibilities

One. Pretending

2. First of all, make it clear that electric guitars do not need electricity for guitars, but for speakers and effects. The cable coming out of the electric guitar is not a wire, but an audio cable? Just like the headphone cable for your MP3 player. His principle is that the string cuts the magnet of the pickup, which itself generates a weak current, which is transmitted to the speakers and effects through the audio cable. Some music videos and concerts? For the effect. Instead of dragging a long audio cable, the audio cable will be connected to a wireless transmitter device, which is strapped to the strap and visible from behind. There is a battery inside the wireless transmitting device, which is transmitting audio signals. If you don’t look carefully at this, you may mistakenly think that there is nothing connected to the electric guitar?

Give you a picture? Yngwie live? Look carefully at the red wire? It comes out of the guitar and takes a detour. Wireless transmitter behind.