Despite so many dark side characters using Force lightning in Star Wars, Maul never used it any of his appearances on the small or big screens. Force lightning is one of the many Force powers in canon, and it's certainly one of the most intriguing. Palpatine prominently used it in Return of the Jedi, thereby exuding his power over not only Luke Skywalker but his apprentice as well, Darth Vader. And so, the Emperor showed off just how powerful he was compared to everyone else in the galaxy.
The strange thing is, although Maul was incredibly powerful in the Force, as noted by Qui-Gon Jinn, he refrained from using too many Force powers, including Force lightning. Two easily explainable reasons for why Maul never used Force lightning, which have come up several times, are one) that he wasn't a Sith Lord and two) he never learned the ability in the first place. On the surface, both are legitimate reasons considering what's been shown in the Star Wars films, but digging deeper, neither actually work regarding Force lightning, specifically; Snoke once used Force lightning and he wasn't a Sith. So, there must be other reasons why Maul never used the ability, especially since he's fought numerous Jedi, not to mention his former Master, Darth Sidious.
Before Maul was a Sith, he was a Nightbrother from the planet Dathomir. As the counterparts to the planet's witches, the Nightsisters, the Nightbrothers prized strength above all; they achieved respect and honor through combat, and so, they trained to improve their agility and master all kinds of martial arts techniques. Because of that upbringing, Maul seemed to prioritize his lightsaber as a tool in combat, one that befitted his fighting style, over Force powers. Instead, he viewed the Force more as a complement to his combat style rather than a direct tool to be utilized. All of this would fall in line with Maul being a warrior, more than a Force-user.
Just because Maul never used Force lightning, that doesn't mean he couldn't. And so, the reason training isn't needed is because both Count Dooku (before Star Wars: Episode II - Attack of the Clones) and Rey used Force lightning without any formal practice - plus, both were Jedi; Dooku hadn't yet turned to the dark side. Maul, therefore, could've used Force lightning if the situation called for it, and if the circumstances were correct. In both cases, Dooku and Rey used Force lightning during painful or hatred-fueled moments, and while Maul certainly harbored anger throughout his story arc - particularly for Obi-Wan Kenobi - he never lost himself enough to spontaneously use Force lightning. But that doesn't mean he wasn't capable of doing so.
Variations of Force lightning exist in Star Wars Legends, and plenty more characters use it in those stories than they do in canon, but above all, it's a rare Force power that's typically displayed in unique situations; once Dooku mastered it, he tried to showcase the level of power against Yoda in Attack of the Clones, yet the Jedi Master repelled the attack. Then in Star Wars: The Rise of Skywalker, Palpatine took things to a new level by using Force Storm against the entire Resistance fleet. Still, it's something that's usually reserved for dark side users, and though Maul never tried it on screen, he probably could've done so.