This may be more suited to anthropology or linguistics, as it's likely got its roots in prehistory. But remember that folks in the past did not know everything we know now. The speed of sound and the reasons lightning/thunder occurs are not things we inherently know. If you're caught in a storm 5000 years ago you'd think of them as separate things entirely.

Electromagnetism used to be electricity and magnetism, because we didn't know they were different manifestations of the same thing. Same with thunder/lightning.