You'll just have to wait until we answer that in one of the mysteries!
In that case it's time for... speculation!
I'd make a guess that the reason the storms are present only on the continents is because of a difference between the age the oceans are from, and the age(s) of the shards of the continents are from, like a sort of 'hot/cold' front, only in this case it might be air-pressure, or differences in how the air is made up.
But obviously, they are going to prove me wrong, so i can't wait to see what their magical explanation is