Nicky said that the thunder woke him up, after which he checked and nothing was wrong. Later in the morning he discovered the heist.

But Constable Ken found a golden plaque from one of the trophies outside, and it was all wet from the storm. If the heist had taken place after the storm as Nicky claimed then the ground would have been wet but the plaque would have been dry. Which meant that, counter to Nicky’s claim, the heist happened before it rained…

Nicky was lying and he’d only have one reason to lie; in a word… insurance!