Kuala Lumpur gets (generous assumption) about 100 lightning strikes per square kilometer per year [0].
If a single drone could service a lot of square km, then it could conceivably collect a lot of electricity. E.g. if it could service 20 square km: 20 * 100 * 8mWh = 16gWh per year. Not bad, but an upper bound, and it hinges a lot on that first parameter (service area).
True that an offshore wind turbine can produce 15MW. But it can cost $100m+ just for 1 turbine (built and installed). If drones are going up anyway (to protect a city/citizens from strikes), then electricity generation is effectively free, and the marginal cost is equal to the hardware required to capture it (maybe relatively low).
You don't just need to cover the 350km² with drones though, you also need buffering and/or transmission capabilities for absurdly high amounts of power (=> but low amounts of energy).
If you wanted a single buffer for the whole 350km², you'd need transmission capability from any point (or any drone launch station) to your central buffer in the Terawatt range (currently our highest power grid links are in the ~10GW range, so this is pure fantasy already). Utilization (~ capacity factor) for the lighting capture infrastructure would also be abysmally low. You'd basically need to build a ~10TW (generous estimate!) system, where costs in a lot of components directly scale with power, just to get ~10MW of sustained power out.
There is no way you are ever gonna compete with that $100M wind turbine; you could literally have cheap, high-field, room temperature superconductors and be gifted several warehouses worth of supercapacitors, and the whole lighning capture boondoggle still would not make any economic sense.
Are conditions for lightning less frequent than wind?
Every wind turbine generates power while there is wind.
Will a large percentage of drones & energy capture devices be of use while there is lightning?
You need ~4 strikes per hour to keep up with a single large offshore wind turbine (15MW at 40% capacity factor).
That would mean 350km² just to match a single wind turbine (at 100% capture efficiency for 5GJ lightning strikes).
This is not ever gonna make economical sense.