which is that the number of people killed by terrorists is much more variable than the number of people killed by lightning.

High or low variation does not mean easy or hard to control. Estimates of the cost of the War on Terror since 9/11 are going to be upwards of $6 trillion at this point. That's a lot of money.

How much would it cost to install a few million more lightning rods? Install giant wires to draw lightning strikes? Develop a mandatory early warning system tied into all smartphones' GPSes to warn people? Researching better medical treatments to deal with the long-term cognitive & psychological damage? Banning kites and taxing umbrellas? Subsidizing cardiac arrest kits? Relocating millions of people to less lightning-strike-prone regions?

(None of this sounds more costly or intrusive than spending $6t+, requiring millions of travelers to shed shoes annually for decades, invading multiple countries and creating millions of refugees, maintaining continuous drone strikes on multiple continents, running a global network of torture sites, etc etc etc.)

Since lightning strikes are almost completely uncorrelated random events, the distribution of deaths by lightning is governed by the Central Limit Theorem and so is nearly Gaussian.

True (perhaps), yet almost completely irrelevant to the question of how to allocate resources.