Take that like Ozai escaped from the prison (after six months), and took backhis throne and bending (somehow). Sokka losted his sword, did he? So he got a new sword. And Zuko wasn't able to lighting because he felt ashamed. After he let it go, he was able to lighting. okay, we couldn't see it in the cartoon. And why are we didn't see him lighting, after he run away from the palace? Well, it would be a little bit dangerous, and it can't be unseen, if someone start to shoot lights from his fingers, am I right?