Decarbonization in the energy sector has been accompanied by an increased penetration of new renewable energy sources in electric power systems. Such sources differ from traditional productions in that, first, they induce larger, undispatchable fluctuations in power generation and second, they lack inertia. Therefore, substituting new renewables for traditional generation induces stronger and more frequent disturbances and modifies the way disturbances propagate across AC electric power grids. Recent measurements have indeed reported long, non-Gaussian tails in the distribution of local grid-frequency data. Large frequency deviations may induce grid instabilities, leading in worstcase scenarios to cascading failures and large-scale blackouts. In this manuscript, we investigate how correlated noise disturbances, characterized by the cumulants of their distribution, propagate through meshed, high-voltage power grids. We show that for a single source of fluctuations, non-Gaussianities in the form of finite skewness and positive kurtosis of the noise distribution propagate over the entire network when the noise correlation time is larger than the network's intrinsic time scales, but that they vanish over short distances if the noise fluctuates rapidly. We furthermore show that a Berry-Esseen theorem leads to the vanishing of non-Gaussianities as the number of uncorrelated noise sources increases. Our results show that the persistence of non-Gaussian fluctuations of feed-in power have a global impact on power-grid dynamics when they fluctuate over time scales larger than the intrinsic time scales of the system, which, we argue, is the relevant regime in real power grids. Our predictions are corroborated by numerical simulations on realistic models of power grids.