This could also go for other cultures where the lightning bolt was the particular weapon of the key god
There is always more to be said, and hopefully someone knowledgeable will stop by to say it. But, while you are standing by for fresh responses, it is worth pointing out that this question came up here a while ago and got some great answers in a thread led by u/ah003. You might like to review it while you're waiting:
Surviving a smiting was clearly significant. Lightning - like the livers of sacrificed animals, flights of birds, the utterances of the oracles, and so many other apparent signs and omens - manifested the will of the divine. But exactly what it meant was unclear.
Typically - and especially if the smitten party was important enough to spin things to his advantage - surviving a lightning strike was understood as a good thing. That great self-mythologizer Mithridates VI claimed that he had twice been struck by lightning:
"whilst he was an infant a flash of lightning burnt his cradle, but did his body no harm, and only left a little mark on his forehead, which his hair covered when he was grown a boy; and after he came to be a man, another flash broke into his bed-chamber, and burnt the arrows in a quiver that was hanging under him" (Plutarch, Convivial Questions 1.6.2)
The second story, at least, is plausible enough; and we are told that the king's diviners (working none too hard) interpreted the strike as a sign that "archers and light-armed men should win him considerable victories in his wars." These stories (in combination with the king's habit of indulging in gargantuan drinking bouts) won Mithridates the nickname of Dionysus (the god Dionysus had been blasted from his mother's womb by a thunderbolt of Zeus).
Several other passages suggest that lightning strikes were viewed as a sign of divine favor. According to some myths, Hercules had been translated to the heavens by a thunderbolt. Those whose tombs were struck by lightning, accordingly, were sometimes assumed to have achieved a sort of divine status. Plutarch reports that:
"when the remains [of the Spartan general Lycurgus] were brought home, his tomb was struck by lightning, and that this hardly happened to any other eminent man after him except Euripides...The lovers of Euripides therefore regard it as a great testimony in his favor that he alone experienced after death what had earlier befallen a man [Hercules] who was most holy and beloved of the gods." (Lycurgus 31.3)
On other occasions, a lightning strike was interpreted as a warning. As a character in one of Plutarch's dialogues remarks (apparently recalling an actual incident):
"I remember here in this town lightning broke into a house, and did a great many strange things. It let the wine out of a vessel, though the earthen vessel remained whole; and falling upon a man asleep, it neither hurt him nor blasted his clothes, but melted certain pieces of money that he had in his pocket, defacing them, and made them run into a lump. Upon this he went to a philosopher, a Pythagorean, then staying in the town, and asked the reason; the philosopher directed him to some expiatory rites, and advised him to consider seriously with himself, and go to prayers." (Convivial Questions, 4.2.3)
This philosopher, at least, seems to have assumed that Zeus was displeased. The idea - also mentioned by Plutarch - that the corpses of those killed by lightning never putrefy is also susceptible to multiple interpretations. Were they blessed, or cursed?
I would like to approach this topic slightly from the side, and hope to make an interesting contribution. Two caveats right off the bat: 1) I'm coming at this as a natural historian who has worked extensively with indigenous peoples in N. and central America. I am a social-ecological systems science professor, but was once a professor of indigenous studies (and in particular how plants and ceremonies structure worldviews). 2) This question would make as much sense in /r/AskAnthropology as it would here, and you'd likely get some interesting takes on a generalizable version of your question ("how did pre-enlightenment cultures interpret survival of natural misadventure?").
First, /u/toldinstone makes a very important point below: that being struck by lightning could be viewed as either good or bad in classical Rome and Greece, depending on outcome and professional spin. I would suggest that the idea that being struck by lightning as a "bad thing to happen" to a person is actually a pretty modern (i.e., post-Enlightenment) take on misadventure. In Western thinking since the time of Descartes (and before), there is a formalized notion of the unitary self being the best state a human being can be in. Disability, disfigurement, or division is a sign of both something wrong and also divine misfavor. This likely has significant roots in pre-Enlightenment thinking in some places, but it has been expressed (and studied) ad nauseum in the last few hundred years.
The best exploration of this idea is, in my opinion, in Michel Foucault's first book, Folie et Déraison: Histoire de la folie à l'âge classique. The book is available in English as well, under the title Madness and Civilization: A History of Insanity in the Age of Reason, and makes the point that many medical conditions which were interpreted as making someone "holy" or "sacred" in pre-Enlightenment thinking became through objectification a reason for separation and dismissal in the 17th C (his "The Great Confinement"). In his reading of history and philosophy, someone who was "mad" in medieval times would be seen as an uncomfortable, distorted, but necessary mirror of normal society, while someone similarly mad post-Enlightenment would be considered mentally ill and put away in an institution to protect them (and more importantly society) from their influence.
There is a parallel in historical and anthropological studies of N. American indigenous societies which bears on your question. At its most general, many (but certainly not all) American Indian & First Nations (AI) peoples viewed/view sickness and difference (whether physical or mental) as a blessing rather than a curse. As a boon rather than as a punishment. For example, early European liaisons to (and observers of) Eastern Woodland cultures of N. America noted that healers/doctors/spiritual leaders were often crippled or "mad," and that they believed that physical and mental infirmity was the price one paid to heal someone else. So, Henry Timberlake observed an old woman in Chilhowee in the mid 18th C. who became "more and more crippled by rheumatism" with every healing ceremony she conducted for the Cherokee of her community. The more bent and ugly she became, the more powerful she was considered to be, and she was the most revered person in the community. This is also well documented in the excellent Cherokee Women: Gender and Culture Change, 1700-1835 (Indians of the Southeast), in which Theda Perdue also points out that transexuals, homosexuals, the physically maimed, and the mentally ill (or different) were generally considered sacred people that had duties to their communities but were held in great reverence.
How does this relate to being struck by lightning? Although I haven't seen any references from E. Woodland lit on lightning, it's an incredibly common topic (both historically and now) in Plains and Western US/Canada native culture. The heyokha of the Lakota Sioux were a sacred clown society chosen by thunder/lightning beings to be of service to their people. Sometimes this was through surviving a lightning strike, or sometimes this was through personal revelation (during a coming of age ceremony). It was generally held that the punishment for being a bad sacred clown was being killed by lightning strike. So, surviving lightning was to be chosen for special service as the "mad mirror" to normality, and the price for not doing one's service was to die by lightning. Personal accounts of this from the 19th C. are in The Sixth Grandfather: Black Elk's Teachings Given to John G. Neihardt (1985, ed. DeMallie) from University of Nebraska Press; there are more scholarly discussions in the book Divine Play, Sacred Laughter, and Spiritual Understanding (2005) from Palgrave Macmillan, particularly Laude's chapter 7 titled "Thundering Clowns."
I have some personal experience with this as well (more than 20 years ago). I was invited while doing field work to return the following year and participate in a community healing ceremony (a Sun Dance) in the 1990s hosted by Assiniboine people from the US reservations and Canadian reserves just across the Montana border. I met members of two different "Clown Societies," one Assiniboine and the other Piikani (southern Blackfeet), who acted as "marshalls" for the ceremony. They dressed in crazy paint and costumes, lurched around the grounds (completely sober, mind you) confronting outsiders and miscreants, and generally acted like gadflys (in the service of allowing the doctors, dancers, and the afflicted to dance and pray unmolested by curious onlookers). They ran an anthropologist and his grad students from Toronto off, they picked up trash and gave people littering a terrible time, and they made sure people in the surrounding area weren't drinking. They didn't dance themselves (although many had in the past), and they didn't enter the arbor, but they did run sweats to cleanse dancers before the ceremony, for everyone after the ceremony, and for anyone else that needed a sweat.
I spoke to the Piikani doctor who was the "leader" (or at least oldest) of the clowns from Blackfeet, and he showed me his torso (with typical "lightning tree" scars). He was struck in the Sweetgrass Hills as a 17 year old and was inducted into the Clown Society some fifty years before I met him. Everyone else in their society had either been struck or very narrowly avoided it. They considered it absolutely imperative that a lightning-struck person was blessed by a particular spirit and chosen to special service. Like the Lakota, they insist that those killed by lightning have offended the spirits or broken a vow, and that for a clown to disobey (including by drinking) would result in death by lightning strike for them and/or their families. Serious business, but a fun bunch.
So why all this tangential information about philosophy and AI peoples and lightning strikes and clowns? Because it contextualizes your question to one that makes more sense to me: how did cultures who believed in lightning gods/spirits think of humans being struck by lightning? Some people in some cultures are honored and revered for surviving a lightning strike and become, for lack of a better term, "priests" for a God or spirit/power. Being killed by lightning strike was punishment, but surviving was a sign of being chosen.
Why wouldn't that be a reasonable response for Romans, Greeks, or Germanic tribes as well?