IO, gotta say, at one point I was working for BT in their development labs, and if you saw the number of pidgeons we had to clear out the microwave transmitter horns, I'm not sure you'd think it was quite so benign :-)
As you say, its the heating effect that causes it, but when your goose is cooked, oh boy is it cooked!
We did some similar experiments with fluorescent tubes under HT power lines. Just the induced current in the tube cap is enough to light the whole thing up. And as for lightening storms....well, lets just say I don't go out and hold fluorescent tubes up in storms any more :-)