Never heard of it. But..
A charged body near a conductor will induce a surface charge, distributed so that there is zero electric field within it (this is similar to dielectrics, and should very weakly attract the conductor, in the absence of other effects). Such a distribution always has to be concentrated at any points or edges (compared to flat surfaces), and so the highest charge density (and strongest electric field) should occur along the razor blade. This most likely transfers charge to water molecules there, or at least raises the water pressure near the blade (dielectric fluid prefers being near high charge density), floating the razor blade in the opposite direction, but that's a bit of a guess.