Horses are easy targets for lightning during thunderstorms. They tend to group together for protection under trees which are excellent conductors of electricity and particularly for horses with steel-shod hooves. Lightning can travel a long distance through metal fencing or water. It can bounce off of one animal and hit another in a group.
It is best to shelter animals in a wood barn or well-grounded metal pole building with lightning rods during a thunderstorm. Avoid keeping a lone tree in a pasture where horses could congregate during a storm.
If you know in advance that thunderstorms are predicted, keep or put your horses inside a safe place. Your anxiety level will be greatly reduced.