As long as they don't touch anything to complete the circuit, they're fine. If, however, they were able to touch both wires at the same time, or touch the ground at the same time as the electrified wire, BBBZZZZZTTTTT!!!! Mmmmm.. Smells like KFC!!!
Because when they sit on one electrical transmission cable their legs act as a high value (maybe several megaohms) resistor in parallel with the cable. Some current passes through them, but the cable between their legs has such a low resistance that most of the electricity passes through the cable instead. If they straddle two cables, which have current out of phase with each other, the birds get fried.