Yup, you gotta ground that stuff every time. The good news is that it usually comes out pretty easy. If not, a steel
fence post puller will get it out.
I had this idea once, but I never got around to implementing it. I thought I would have "hot posts" all over the farm. I would bury
underground electric fence wire next to regular electric fence wire. The regular stuff would be the ground. Each "hot post" would have a hot wire and a ground wire. Usually, you would just connect to the hot wire, but if you wanted to run a pos/neg fence, you could. The underground wires would be connected to a zapper running on AC power. Then, all of the portable fences would need to come close to a hot post to tap into the juice. You could have a pen that was a ways away from a hot post and there would be an above ground wire from the hot post to the pen.
Just a crazy idea.