There's risk in most everything yes, but while many of don't want to give up driving a car, most can deal with not running during a thunderstorm.
Lightning kills more people than any other weather-related thing each year.
One linked story above says you have a 1 in 700,000 chance of getting struck. Well, I surely want to know who came up with that, and how they came up with it. Does it include people at risk (those outside) and those who are less at risk (those inside not taking a shower or on a line bound phone).
Running outside in lightning is NOT necessary at all. Silly to do it.
The bit below was had from here (http://www.exploratorium.edu/ronh/weather/weather.html):
"An Electrifying Personality
Don't believe the old adage that lightning never strikes the same place twice. Former Park Ranger Roy "Dooms" Sullivan never did. According to the Guinness Book of World Records, Sullivan bas the dubious distinction of being the most lightning-struck person ever recorded. Between 1942 and his death in 1983, Roy Sullivan was struck by lightning seven times. The first lightning strike shot through Sullivan's leg and knocked his big toenail off. In 1969, a second strike burned off his eyebrows and knocked him unconscious. Another strike just a year later, left his shoulder seared. In 1972 his hair was set on fire and Roy had to dump a bucket of water over his head to cool off. In 1973, another bolt ripped through his hat and hit him on the head, set his hair on fire again, threw him out of his truck and knocked his left shoe off. A sixth strike in 1976 left him with an injured ankle. The last lightning bolt to hit Roy Sullivan sent him to the hospital with chest and stomach burns in 1977. Sullivan could never offer any explanation for this strange and unwelcome electrical attraction."
Why did the guy get hit so many times? Well, who knows all the reasons, but at a minimum, he made himself available by being outside.
Stay in when there's lightning.