I just want to point out that he didn't cause the thunder and lightning by revealing the shadow of his wings, he made the thunder and lighting come so that they could see the shadow of his wings. Because his wings, which Cas explained later in the show, (I don't remember where) are always there, they are just not advanced enough to see them. He made it thunder and lightning on purpose, just to create the shadows of his wings, probably. Which is honestly even more dramatic tbh.

Yeah I know it may not make a lot of sense. But if I do remember correctly that was what Cas said, that his wings were always there just that humans couldn't see them.