Please note that this is not so much an answer as an extended comment.
At this website (which is the Google Book website for Contemporary Newtonian Research by Z. Bechler) it says
It is well known that Newton became convinced towards the end of his life that electricity played a vital role in the operations of nature. In the famous final paragraph of the Scholium Generale that he added to the second edition of the Principia, published in 1713, he wrote of “a certain most subtle spirit which pervades and lies hid in all gross bodies.” It was this active spirit that gave rise, he supposed, to the electrical attractions and repulsions that manifested themselves at sensible distances from most bodies after they had been rubbed, as well as to the cohesion of particles when contiguous. In addition, he surmised, it was the agency responsible for the emission, reflection, refraction, inflection and heating effects of light; and by its vibrations in “the solid filaments of the nerves,” it carried sensations to the brain, and commands of the will from the brain to the muscles in order to bring about bodily motion.
So Newton did think about electricity. The real question is why didn't he keep thinking about it. CuriousOne succinctly describes the reason for this in the comments.
Hope this helps!