The First Order Stormtrooper and First Order TIE Pilot do not have "Empire" listed in their descriptions, which probably means that they do not benefit by effects restricted to Empire characters. Or that they do benefit from them, but the mention was omitted in their descriptions. Or that they don't and are not supposed to. But I assume they are supposed to, since the regular Stormtrooper does.
Same thing for Darth Sidious : his description lists only "Sith" and "Attacker", while Darth Vader has "Human", "Sith", "Empire and "Attacker". (And one could argue that he is more part of the Empire than Vader, and more physically human ^^)
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First Order is from The Force Awakens, which is set 30 years after the events of Return of the Jedi and is not the same as the Empire from the Original Trilogy.
Darth Sidious is also not labelled as Empire because this version of him is from the Clone Wars period which was set before the Empire of the OT was in place.
Emperor Palpatine would be the version that is classified as Empire and would likely have a Force Lightning attack.