While fish near the surface may die when lightning strikes the water, the fish that are deep underwater are likely to survive. Lightning strikes the surface of the water, but its electricity is neutralized deeper down.
We hypothesize that lightning hitting water spreads out mostly along the surface of the water and the more electrically conductive the water is, e.g. salt water, the more it stays near the surface. How far it spreads out along water and remains a danger is even more uncertain
It all must depend on how the current flows through the water, right?
Presumably, lightning striking salt water is seeking a path to ground. The path to ground might be along the surface, for instance heading toward the beach, or it might be down to the bottom.
The question has to be, does the fish in question happen to be in the path of the current? Or not? If yes, the poor fish might have a problem.
Another possibility is that the path to ground might be very dispersed, through the water, so that the current density through the fish becomes negligible. I suppose that would have to depend on the local topography.