The ozone layer blocks ultraviolet only. Not gamma rays. It is the entire mass of the atmosphere that blocks gamma rays.
I agree that lightning seems very unlikely as a cause, at least partly because the reindeer did seem rather spread out.
I wonder if some powerful group, human or alien, was testing a superweapon of some sort. It could even something as exotic as a fear projector, so that all the animals died of neurological shock, not electrical shock.
I hope autopsy results are released. It should be easy to differentiate between electrical shock, gamma ray radiation damage, fear-based shock, conventional poisoning, or other causes.