Yes, and it apparently happened (article in German)
The paper reports from an incident in 2017 where a severe thunder blast destroyed windows. It has several images on what that looked like.
Bringing it together
The theories are not 100% confirmed, but the mostly accepted theory given in the Wikipedia article is that thunder is created by the massive and sudden increase of the temperature of the air surrounding the lightning (up to 30.000° C), which causes the air to expand its volume by a factor of 10 to 100. This then creates a shockwave and finally a blast. This effect is therefore comparable to a physical explosion, for instance caused by an exploding steam engine.
That such physical explosions can and have killed people is undoubted. My answer above has an instance of such an explosion causing (although minor) damage, but the other answers clearly state that it's very likely that standing to close to the source of a thunder may cause permanent hearing problems or even worse.
If somebody stood to close to the lightning, I'm assuming that would not be reported as "died of thunder", but more commonly as "died of lightning", even if the actual cause was not electrocution, but the effect of the shockwave. Whether the victim was also deaf afterwards, doesn't change anything, anyway.
