When a thunderstorm is happening it's recommended to unplug your Television, Computers and other electronics to keep them from getting struck from lightning due to the power surges etc.
If you have a power surge protector and your electrical system is grounded properly it shouldn't be a problem.
I watch TV and use my computer all the time when a Thunderstorm is happening outside.
I leave my TV on to the weather channel to keep an eye on the weather in case any alerts come on such as a Tornado warning where I might need to take shelter.
My TV is not all that expensive and I could easily replace the TV with a new one if it were to get struck by lightning so I'm not worried about it.
For me I watch TV during thunderstorms and it's never been an issue.