What rating of capacitance are they?The gap between a thunder cloud and earth is basically a capacitor.
They have to make the lightning conductor straps on the sides of buildings fairly sturdy, otherwise they'd scatter in millions of molten metal globules when they get struck - sometimes they do melt.
There were plans to use supercapacitors in cars for energy recovery during braking, they could heat a wire for a short time - probably longer if you control the discharge rate with a hefty buck regulator.
Did you think there was some "set in stone" maximum size a capacitor could be?
Do they not meet your expectations?