That seems very odd that they would take a lighter. Mind you I've been on very few domestic US flights, and on a few flights in/out of the US, but I never had problems with lighters. I just drop it on the plate they send through the X-ray and pick it up afterwards, no issues.

This was within the last 4 years though, maybe procedures have changed?

Here in EU I've never had any problems either.

The only thing that I know they frown upon is Zippo lighters, unless it's brand new and still sealed. Something about the petrol being used in those lighters they don't like.