Lei-Shen is a mogu with super thunder powers(Doesn't make sense, since thunder is the sound and lighting is the plasma...), and we have beat troll threats countless times.
There's actually a Lorewalker story you can find that explains why he's not "the Lightning King". It's actually pretty well justified why he took the title "the Thunder King".
Lorewalker Cho says: The mogu tell a legend about Lei Shen, the Thunder King.
Lorewalker Cho says: It is said that he tore out the very heart of the mogu God. And from that hateful act he gained power over wind and storm.
Lorewalker Cho says: His followers fell to their knees before him. "We will call you 'The Lightning King,'" they said.
Lorewalker Cho says: But Lei Shen did not agree.
Lorewalker Cho says: "Lightning strikes in an instant and is over in a flash," he said.
Lorewalker Cho says: "But thunder. Thunder! Thunder proclaims the coming of the storm."
Lorewalker Cho says: "Thunder quakes the skies long before the lightning strikes, and thunder echoes in the hills long after lightning's power is spent."
Lorewalker Cho says: "It is thunder that sends animals cowering and fills the hearts of peasants with dread. Let thunder be my hearald, so that my power is felt throughout the land."
Lorewalker Cho says: "I will be... The Thunder King."