Eh? Why not? I would think that there must be something else that could have the same effect on air and hence cause thunder. I'm not saying it's likely or I have any idea what it would be but to say it's not possible ...? (Edit: Apparently thunder can sometimes be heard when it's snowing with no lightning required. And also, apparently, you can sometimes get lightning without thunder.) Unless, of course, you are defining thunder in relation to lightning and not just the direct cause of the sound, as in "Thunder is the noise caused when lightning rapidly expands air" and not just "Thunder is the noise caused by rapidly expanding air". (Yes, I know neither of those are very good definitions but it's just to illustrate a point.)