Would it be entirely out of possibility for Jay to have heard the sky "screaming"?
If Cole hears the earth screaming every time he uses his power, then maybe using lightning let Jay hear the sky everytime there was a mergequake. I feel like there's a bigger reason for why mergequakes generate lightning specifically, and if the mergequake really was splitting the sky then I think it's logical to conclude that Jay could feel it.
What if the only reason he stepped into the Administration was because it dampened the connection because he was indoors all day? But now he had the opposite problem: there was too much lightning outside, but too little inside. Until the Administration finally offered him a deal: help them with their weapons, power them, and he could use his lightning as much as he wanted to.
There was just one catch...
But anything was worth finally silencing the screams echoing through his head as the sky was torn in two.