There was thunder and lightning and a heavy cloud… (Shemos 19:16)
First and foremost, our reaction must be one of sadness and sympathy for the people whose lives were impacted and even snuffed out. No one should take what follows as an attempt to answer the question of “why.” It is not offered as an exercise in theodicy, but in understanding the imagery of one pasuk in the run-up to the giving of the Torah at Sinai. This is about parshanus, not about people.
In his Derush al ha-Torah, Maharal carefully parses every verses leading up to the Aseres ha-Dibros. He sees the Torah addressing the reasons why people might struggle with acceptance of mitzvos (pgs. 28-30 in the standard edition). Following this, the Torah deals with the single most important tool that people can possess to insure that they do not fail through sin in implementing their acceptance. Without yiras chet, Man is doomed to failure, and any positive attributes he possesses will be short-lived and ineffectual (pgs. 30-32).
To jump-start the acquisition of yiras chet, HKBH exposed the waiting Bnei Yisrael to dramatic phenomena: thunder, lightning and a heavy cloud. We often associate thunder and lightning with fear, but why the heavy cloud? Was the cloud the delivery system for the thunder and lightning, or did it have meaning on its own?
Maharal answers affirmatively, and sees the three phenomena as a progression (as he so often does), making the final element of the set the most awesome.
This is what he says:
Sometimes Hashem strikes fear into the hearts of people unaccompanied by any real damage. Thunder does this, quickening our heartbeat, and leaving us trembling.
Sometimes, HKBH visits tragic destruction upon the world. This destruction is not widespread, however. It is like Hashem reaching down from the Heavens, with a fire that touches a specific place or two. This is symbolized by lightning.
The worst, from a human standpoint, is destruction that is calamitous because it wipes away everything. It is symbolized by the dark storm cloud, that “sweeps away everything, so that nothing at all remains.”1
[1. The application to recent events is not precise. Maharal sees the destructive power of the cloud in the moisture it contains, which so often washes away huge areas at a time]