Some thoughts in Velonews recently: https://www.velonews.com/2019/06/technical-faq/technical-faq-feedback-on-lightning-strikes-and-junior-gears_495393
For my own story – was in a race a couple of months ago, when a lightning storm hit (West Texas). I was caught out on course – no shelter anywhere, the trail was a river, lightning hitting the canyon rim all around me. I wasn’t sure whether to keep going and try to get back to safety, or stop and hunker down and hope I didn’t get hit.
I’m sure this is psychosomatic – but I have metal plates in my left arm from a half-pipe incident in my teens, and my arm was going all tingly while the lighting was all around…
Joking aside – people do die in lightning storms, it is a real risk. If you can get to shelter, do. If you can’t, try to get low. Or take the Chicken Run advice: