I read about this phenomenon in Paul Huttner's weather blog, Updraft, as something that happened yesterday in the Twin Cities Metro area. I didn't notice any of it here in my neck of the metro. But it's related to thundersnow, and according to this article in Wikipedia:
One unique aspect of thundersnow is that the snowfall acts as an acoustic suppressor of the thunder. The thunder from a typical thunderstorm can be heard many kilometers away, while the thunder from thundersnow can usually only be heard within a two to three kilometer radius from the lightning.So if it wasn't just over our heads, I guess we wouldn't know it was happening even a relatively short distance away.
This is not something I learned about when I lived out on the Left Coast. Thundersleet. In April, no less. Welcome to the Midwest.