Lightning is an electrical discharge and thunder is the noise caused by it. Because light travels much faster than sound, you generally don’t hear the thunder for a few seconds after the lightning. The closer together they are, the closer to you the lightning has struck.
So basically what it means is the lightning was probably striking too far from you for you to hear the thunder.
Another question. If I’m watching planes land and it looks like they gain significant height after I first see them but before they land, is that because they do fly higher, or because of the curve of the earth?