You did well to ask yourself these questions. Local weather behavior governs most considerations. It pays to closely observe and learn what weather systems bring good useable wind and the varieties to be avoided in your area. Where are you located? The cloud looks like a cumulonimbus (storm cloud) as near as I can tell from the photo. They can
bring violent wind gust spikes & reversals, tornados, downbursts, etc. though not necessarily all the time. Observing clouds is only one part of necessary weather planning and monitoring for kitesurfing. There are more steps involved described below.
Regarding when to come in. That is something dictated by apparent conditions, experience, weather data and related factors. Things to remember, Cumulonimbus clouds can move at 60 mph or a mile a minute. At other times they move much more slowly. If you see one it could be on you in ten minutes perhaps less which makes hesitating fairly dangerous. Gust fronts can sweep out with violent winds miles ahead of the front as well. Sometimes you can see a line of white water moving towards you as the cloud advances. At other times things are less threatening. One thing is for sure, you never want to be TOO late in coming in. Lots of guys did that once too often in the past. So, it depends ... experience and good judgment are needed.
More ideas about weather planning and monitoring appear in the top few stickie threads at:
p.s. - regarding lightning vs. storm winds,
kiter fatalities due to lightning = zero to my knowledge
kiter fatalities due to storm winds = several dozen