Why don't lightning strikes cause a lot of injury or damage to property?
Annually, about 51 people die from lightning strikes per year in the United States. Part of the reason is the low probability of being hit by lightning. Tornadoes, hail, and straight line winds sweep large areas, while one lightning bolt covers a rather small area, and may even be harmless if it doesn't make contact.

Think of it this way: if you were struck by lightning, a person 500 feet away may not be harmed by it, but if straight line winds cause your house to collapse, you can say with relative certainty that your neighbor will have some damage.

Another factor is the reliability of protection. Major hail can total a car. Strong straight line winds and tornadoes can collapse or remove your house. A lightning bolt will cause property damage, but you will be safe inside, provided you aren't touching metal.