Therefore, one could easily generate lightning with equal destructive power? Why is it not used yet in war (airplane to ground) or for entertainment (airplane to airplane)?
Not really. Think lasers - they're not expensive because of the energy output, they're expensive because concentrating energy output is far more difficult than simply obtaining and outputting energy.
A megajoule in a microsecond, that's a terawatt impulse with decidedly RF personality. Anything that could generate that would be as big as anything that could capture it. Not exactly nimble enough to weaponize.