You expect thunder with rain, but thunder with snow can surprise you. It shouldn't, because lightning and thunder can occur with any type of winter precipitation from snow to sleet to freezing rain.
According to stormhighway.com, thundersnow requires very strong upward vertical air movement within a winter storm. A low pressure system with warmer air, not necessarily above freezing, but warmer than the area it's wrapping into, introduces instability and can produce lightning.
Lake-effect snow along the shores of Lake Erie is a common producer of thundersnow. It is more common from November through December when the first cold air masses pass over the warm and unfrozen Great Lakes.
Since thunder can occur with snow, why is it unexpected and thought to be a rare occurrence? The snowfall acts as an acoustic suppressor of thunder according to disaster-survival-resources.com. Thunder from a rain storm can be heard many miles away, while thundersnow can usually only be heard within a two to three mile radius.
