As explained in this answer, the ionised plumes of engine exhausts can provide a low-resistance route for lightning strikes during a launch, potentially endangering the vehicle. This is thought to have been a factor in the Apollo 12 lightning strike which temporarily damaged essential control circuits on board.
This answer gives some more very thorough detail on the science behind this process and also astutely points out in the comments:
It might be that the Apollo 12 incident convinced people that it's not a good idea to launch when there are thunderstorms around.
Have there been any other recorded instances of this phenomenon occurring?
Perhaps the Apollo-12 incident was the first recorded occurrence and since then more precaution has been taken with launch conditions.