However, we are now being told, if you hear thunder, there must be lightning
No - thunder is created by the gods bowling in the clouds.
Lightening heats up the air and causes it to rapidly expand and collaspe. That shock wave is what you hear as thunder. Due to pressure, temperature, and other atmospheric conditions, you may not hear thunder from a bolt that is close, or you may hear it from miles away.
Lightening typically is on the front edge of a storm and may procede it; storms can move from 20 to 50 mph. In an extreme case you may hear thunder, not see lightening, and have a bolt on top of you within minutes.
See it - hear it - get out!
WMB