Mars likely had more lightning when it was wetter, as well. Also, some Mars rocks and regolith have extremely high concentrations of Iron, so lightning induced in situ sintering of a little hunk of fulguritic Iron isn't out of the question.
The cool thing is that Curiosity is so crammed full of equipment for studying mineralogy and chemical composition that we'll likely be able to solve the riddle pretty quick.
The cool thing is that Curiosity is so crammed full of equipment for studying mineralogy and chemical composition that we'll likely be able to solve the riddle pretty quick.