I don't think that the fact that they are connected to the grid has anything to do with that. In fact, the generator part of the turbine is one of the most expensive parts, so it is protected against impacts from the outside.
The reason is simple: the turbine blades are being charged as a result of rubbing against the humid air. As a result we can observe electrostatic interactions between cloud and blades.
I also found that: "(...)the researchers think the motion of the blades allows them to outrun their corona—the ionized air that surrounds a charged object. For a stationary object, that corona acts as a sort of buffer that dampens the electric field. By escaping the sheath of ionized air, moving objects become more likely to experience an electrical discharge."