Statistically, men are way more likely to be struck and killed by lightning. Some might even claim that lighting is attracted by rods.
The truth is much simpler than that; men are way more likely not to give a damm about a storm.
They'll just continue doing whatever they're doing. That's also why there's a large portion of lightning deaths related to sports, of which soccer happens to be at top.
So just go inside or find some shelter if it starts pouring.