Thunder is not unusual in January north of the Gulf of Mexico which can supply plentiful warmth and moisture year round. There is nothing at all unusual about any US weather this winter other than a bit more variability. There was a lot more variability in the (globally) cooling 1970's where thunder would accompany both the warm and cold sides of blizzards (e.g. midwest blizzard in 1978).
Contrary to media myth that global warming causes storms or unusual weather, global cooling is caused by more storminess and unusual weather (if the storminess increases globally).