While fish near the surface may die when lightning strikes the water, the fish that are deep underwater are likely to survive. Lightning strikes the surface of the water, but its electricity is neutralized deeper down.
According to Dr. Don MacGorman of the National Severe Storms Laboratory, lightning striking a body of water tends to spread out in all directions across the surface of the water. Since humans are typically near the surface, they are more likely to be harmed by lightning strikes than fish, which are usually too deep to be affected. Fish tend to have an involuntary reaction to electricity and are likely to swim away from affected areas.