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Внезапно сверкнула молния(,) и грянул гром.
I suppose this is a random sentence from a dictation exercise for Russian pupils to take down. The teacher decided not to indicate any punctuation marks explicitly.
Do we need that parenthetical comma? If so, why? If no, why?
I would say that both options are possible with some change in meaning. The main question is whether «внезапно» is only related to «молния» or to «гром» too, that is, was the thunder (гром) also unexpected (внезапно) or was only the lightning unexpected.
As a general rule, these are two independent sentences and a comma is necessary. However, if «внезапно» relates both to «молния» and «гром», then the following rule applies and no comma is needed:
Примечание. Запятая перед союзами и, да (в значении «и»), или, либо не ставится, если соединяемые ими предложения имеют общий второстепенный член или общее придаточное предложение. Наличие общего второстепенного члена или общего придаточного предложения тесно связывает такие предложения в одно целое, например:
По улицам двигались грузовики и мчались легковые машины.
От пристани каждое утро отходил катер или отплывала лодка.
Звезды уже начинали бледнеть и небо серело, когда коляска подъехала к крылу домика в Васильевском.
(http://new.gramota.ru/biblio/readingroom/rules/145-zap-19-25)
Taking into account that молния (lightning) usually precedes гром (thunder) by some time, one could argue that even if lightning was unexpected («внезапно»), then the thunder should not be. However, it's also possible to argue that both are unexpected. So the sentence would be valid with and without the comma, only with some change in meaning.
If this is a kind of a test, personally, I would not put a comma there because it sounds more natural and easier to explain and justify.
