Context: The gods of Zetacron are physically present in the world. You can go and meet them if you like. Additionally, they are very human, with flaws and quirks—possibly more than regular people.
Thunder and lightning is the sign of their shamans hunting and killing demons. Children's souls must be protected for their souls are not firmly in place yet and are easy for demons to take hold of. The shamans must hunt and destroy them and each break of thunder is another death of a demon hunting for souls.