Yeah, similar reason why you can touch teslacoils even though they can be pushing 20k volts and you'll be fine (if a bit jolted) while touching the 120V live house wire can instantly kill you.

Lightning is static electricity, though with reserves much larger than a teslacoil (hence why they can sometimes kill, because there is some amperage to them, just not a sustained amperage), while our power grid is powered by generators and systems that do their best to keep that voltage constant, no matter what is trying to draw from it.

And to put it into perspective, a brief moment of exposure to that energy will kill, but your toaster still needs a few minutes worth to crisp up some bread.