This happens to me seldom enough that I kind of enjoy it. If I can't wait it out, I get out there, (crank up the volume), get soaked, and pedal my a** off. I take the shortest way home, and as long as I'm not riding in heavy traffic and it takes less than an hour it's pretty fun Seeing the looks on peoples faces as you swoosh through puddles with muddy water pouring down your face is a hoot

But I'm not particularly scared by lightning, and I don't commute in very flat terrain where I might be the highest point around.

Strong wind or heavy wet snow is more scary, and I try to avoid riding in those.