Water does NOT conduct electricity --its the IMPURITIES within the water that makes the water conductive. In my line of work-- I work with HIGH current plasma streams --1200 amps at 220 Vdc -- we use water as a shield for the plasma stream.. The water is filtered and DE-IONIZED -- producing a non-conductive field for an effective arc length. But NONE of us will have pure water in our pools. I am the first one to leave mine whenever a storm approaches. If you area is prone to pop up storms -- a lightning detector can be very valuable.
and I certainly wouldn't go anywhere near water with lightning hitting close to home, although I guess if you're totally immersed, there isn't much of a potential difference across your own body as you are surrounded by the same medium so to speak.