wrap your hand in a towel soaked in cold water before you touch any of that stuff - in case it’s hot or anything, you know?
I don’t think it would be inappropriate for you to call the police about this one - I’d say there is a suspicious looking pipe in your house that you’ve never seen before, and that there are wires coming out of it and that it is getting hot … that should get someone over there with some experience to look at it for free
It has been a long time since I had heat like that, but usually the metal cover can be removed (for cleaning of the fins). Quite easily in some installations, it just snaps off when you lift it out and up from the bottom edge.
That might give a clear look at what is wrong and what the wires are.
Or, just call the super. Clearly the return pipe is loose and that could make it leak - supers don’t like that (and the calls from the downstairs tenants).
That looks like the kind of hot-water baseboard heater we had when I was living in a high-rise condo building.
The wire is probably part of the heat control, a thermostat controls a valve that opens and closes as needed to regulate the temperature of the living space.