I wrote about how rarely warriors were struck by lightning in Greek warfare here. Fear and confusion caused by thunder and heavy rain was far more dangerous than lightning bolts.

I did miss one further example, of a few Spartans getting struck by lightning while in camp, but these men would not have been wearing armour. The scene is the Spartan invasion of Argos in 388 BC during the Corinthian War:

While Agesipolis was encamping near the enclosed space, a thunderbolt fell into his camp; and some men were killed by being struck, others by the shock.

-- Xenophon, Hellenika 4.7.7