I read a story years ago about a recon squad in Vietnam who found themselves on top of a hill in the middle of a thunderstorm, waiting on evac as the Vietnamese closed in on their position. The radio guy keyed up the radio mike and there was a lightning strike that hit the antenna. The lightning detonated all the grenades and such and there were significant injuries and possibly a couple KIA (but it's been 20 years since I read this so maybe not).
I have no idea if this story is true or not. As a veteran myself, I take most war stories with a wheelbarrow full of salt.
But the thought that electrical signals can attract lightning has stuck with me through the years. I try to avoid thunderstorms but every once in a while I might get caught in the rain, maybe the forecast was wrong or I forgot to check or something. I always turn off my cell phone (completely powered down, not just airplane mode) and bike computer.
I also have no idea if this helps in any way, but I figure it can't hurt and it makes me feel slightly better.