Coastal weather is often lacking the conditions that creates thunderstorms. I live near the coast now too and haven't experienced the kind of thunderstorm I know from Germany.
Have you been to the Midwest? I grew up near Cape Cod, and I have to say -- I'll take a nor'easter any day, give me the snow. That "maybe a tornado will just come down and demolish your house" type thunderstorm is pretty scary! I'm glad we've got a calm atmosphere up here.