Lightning is cool. You should always have some lightning somewhere in an adventure. It could be natural, from a storm. Or it could be.... unnatural. Magical lightning bolts. Technological arc discharges. Giant steampunk Tesla coils.
And lightning can also be synonymous with the "spark of life", as expounded on in Frankenstein and later successors. When people think of lightning in fiction, it represents both danger and the renewal of life. This mixed message can be utilised to produce a sense of discomfort and gothic horror. Lightning sets a mood. Make use of it.
Commentary by memnarch (who has not seen the movie)
..... I don't think this is the way atmospheres or liquids work, but what do I know? I never took organic chemistry and biology class wasn't this specialized. And astrophysics wasn't even considered as an option as part of an Electrical Engineering degree. Maybe this planet is artificial? This definitely makes for a striking opening either way, even if it's really hard to tell that there's an upside down base of a pyramid. Heck, it could be a full pyramid and we just can't see the tip since that'd still be underground.
Lightning wouldn't be that dangerous here whether it's a normal atmosphere or a liquid one though. The trick is just to not make yourself the shortest path of least resistance to charge equilibrium, or be close to anything that would have that property, like trees or metal. And since there's just Kylo, Kylo's ship, and a ginormous, probably abandoned and metal structure, Kylo's totally safe! Well, safe from things that aren't from his poor decision-making skills.
Transcript
GM: Emerging from the Red Honeycomb Zone reveals Exegol. A stormy planet with a liquid atmosphere.
BB-8: Isn’t that... an ocean?
GM: Not quite. It’s a fluorocarbon liquid, less dense than water. Highly oxygenated. Breathable.
Poe: Cool!
GM: The beacon directs Kylo to an inverted truncated pyramid suspended just above the solid surface.
[SFX]: kerackk! {lightning flashes behind one side of the pyramid}
[SFX]: Kra-Booom! {lightning flashes in front of the other side of the pyramid}
Kylo Ren: So I land at the bottom of the ocean and... walk out?
GM: Yep. Lightning flashes all around you.
Kylo Ren: In a liquid? That sounds incredibly dangerous.
[SFX]: Kra-krak! {more lightning}
Poe: Nah. For charge separation the liquid has to be non-conductive. Lightning is just ionisation breakdown. Same as in air.
[SFX]: Kraka-boom! {more lightning, this one almost hitting Kylo’s parked fighter}
Kylo Ren: Lightning in air is dangerous!
GM: Shall I roll some dice?
Kylo Ren: I’m good.