I have lived in Florida for 30 years and have worn 2 hearing aids for 40 plus years. I never took them out for lightening. If I get caught in the many sudden thunderstorms that pop up without a hat or umbrella, I will either cover my ears with my hands or remove them...depends on how far I am walking. But if they do get wet I'll put them in my dryer.
I don't intend to remove them in the future if lightening strikes and we get a lot of dry lightening too when the sun is shining.
The only place I exercise extreme caution is on the beach and that's mainly for blowing sand...or on a boat.
When we hear thunder we Florida folk skeddadel somewhere safe.

FL Mary