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With lightening it's no telling what will happen but my best guess is it's better to stay under. The reason is as long as you are in mid water you are part of the conductor so any current will just pass around you- same effect as the birds sitting on power lines....or those nutcase lineman who work on high voltage (250 to 500 thousand volt) lines bare handed. Current passing though you is the real problem.
I have had one experience that I think was lightening related. A buddy and myself were diving in a quarry when a bad thunderstorm blew up. During the dive a large strike occured very close to the quarry- according to those on the surface. We felt something during the strike but having been shocked more times than I care to addmit it did not feel like a shock....the best way I can describe the feeling is it felt like the concussion you feel from large fireworks, not painful, just a pulse of pressure. Neither of us were injured or had any ill effects, we looked at each other, gave the WTF sign, I'm ok and kept diving. I am guessing but my assumption is the sensation was actually a pressure wave in the water created by the sound on the surface. I don't care to repeat it in any case.