as far as I know all ESD wristband's ground connection has an 1M ohm resistor built in for safety. So what would happen if I am working on lab wearing ESD wristband which is connected to the home electrical earth and at that moment lightning strikes nearby or on electrical earth line? Will I get hurt? Or will it be safe because of that 1M Resistor? Thanks.
The 1M resistor will probably do little for your safety in the event of a direct lightning strike, it would flash over in a moment.
Being indoors, the general Faraday cage effect of the building would mean you are orders of magnitude safer there than outside, whether ESD-strapped or not.
If you were holding an antenna cable that went to the roof without being grounded, then that would pretty much negate all the safety of being indoors, and likely make the ESD strap more hazardous than not. But if you are in an environment where you should be wearing a strap, everything else should be grounded anyway, so that's not likely to happen.