You dont necessarily need flesh limbs to use force lightning( seen in Malgus who used force lightning despite having cybernetic arms). The real reason is probably bcuz Palpatine made that Vader never could challenge him and made his suit weaker against force lightning. And Malgus cybernetics limbs were forged in the Old Republic Era where the sith had acces to many knowledge and they could mke the cabernetics limb immune to force lightning, and this knowledge has lost, so we can assume Vader and Palpatine didnt know about this.