Mass induced hysteria?Herd animals have an empathy for their collective herd members.
However, maybe there is another explanation. A few years ago my family and I were standing on the top deck of a cruise liner while a spectacular electrical storm was raging in the near distance. Yeah, stupid I know but we were fascinated and totally mesmerised by it. Our hair stood up on end (two of us have long hair, and it just stood right up drawn by the static in the air). We all felt recharged and full of energy whereas earlier we were feeling tired, and this was a pre-bedtime stroll. Our hearts raced, we tingled all over and we felt invincible, it was so strange. I will never forget it.
Now this storm was still a distance away. Imagine this directly above a large herd of deer. It would affect the heart rate of the deer, statically charge them simultaneously and panic would also set in....the fear would paralyze them and perhaps a massive heart attack.
Also, when lightning strikes the ground there is a huge current pulsing through the ground and can also streak up the animals legs . That's my theory anyway.