I captained charter trips for 10 years and did yacht deliveries during that time and sailed through many, many lightning storms, never been hit. Had strikes nearby that would make things tingle a bit, but never been hit.
However, many cruising boats ground their boats to the water to dissipate any lightning strikes. Those were the only boats I knew of that ever got hit. Some had pretty bad damage -- they are sort of saying, "Come on! Give me your best shot!" And then trying to guide that strike to the water ground. That is when the lightning says, "OK, here is my best shot, and I am going to go anywhere I want once I hit."
As far as cat sailing goes, again no hits. Back in the 70s while sailing in Canada we were in a huge storm with strikes all around us. We had an aluminum tiller extension and could feel the shocks coming through it from strikes around us.
I got off the wire -- felt a bit concerned about a wire aiming right at my navel. <img src="http://www.catsailor.com/forums/images/graemlins/tongue.gif" alt="" />
So, never was good at physics and science in school, but after 43 years on the water, I can report I have never seen a moving sailboat get hit by lightning, unless grounded.
Rick