Almost any electrical shock, including lightning, can hurt or kill you. The damage inflicted by a shock depends on how much electrical current flows through your body, for how long it flows, and the path that the current takes. In most cases, the higher the voltage a person contacts, the more current can flow through their body. However, the path the current takes is quite unpredictable. Even a small amount of current can kill you if it flows through your heart.
Larger currents can cause tissue damage and burns.
A person who survives a lightning strike has been lucky enough to avoid the current flowing through critical organs and causing deadly damage. Sometimes these people have also experienced indirect hits, where the lightning actually strikes an object near them. Close strikes can also be deadly. Switching an incandescent bulb has no material effect on its life. Therefore, unless these bulbs are installed for lighting effects, you're better of turning them off when not in use.