my friend asked me and i didn't know, so i turn to yall! (:
Apparently missing from all these answers is two aspects: Lighting does kill fish when it strikes water or near water. It doesn't kill ALL the fish because it dissipates quickly by spreading out. In fact, a kill is more likely to occur when the water is relatively shallow (concentrating the effect) and when a path is provided - like a tree with roots, a bouy, a wire, etc. - so that the lighting has a path through the water - lots of heat and shock in the immediate area.
Lightning does kill fish. The possibility of lightning striking fish rises when there are conductors nearby, like trees, so the likelihood of a fish being killed in a swamp is greater than one in the ocean.
Due to the greatness of the ocean, the lightning is quick to disperse and, therefore, is not always powerful enough to actually kill the fish.