Hello. I dont wear hearing aids but if outside when storm/thunder/lightening I would take them off my head. But have many people been struck by lightening indoors? Until you find out I would take them out as a pecaution, also sometimes thunder close by can be quite loud and may be made even louder with hearing aids? Be interesting to read more comments on here...good question!
(Before we met and my spouse living at home with parents as a young man went to the local pub for a drink...there was a storm and lightening hit the metal clothes line outside attached to the house and the wires going into the house and the lightening went across the bed and burned the mattress a bit - not sure if metal bed frame or metal springs? .. parents threw out the mattress etc. and spouse still can tell the story of how going for a beer saved his life! True story! His parents have passed now but I would have asked them about the metal bed frame and/or springs as my adjustable bed is on a metal frame and I don't go to the pub or drink beer!!! 🙂