The electrical and thermal conduction properties of a material can be similar or very different, in metals the electrical and thermal conductivity is due to free electrons, in non-metals thermal conductivity has nothing to do with free electrons, but more to do with lattice vibrations (phonons, NOT photons). So mica has good thermal conductivity due to phonons, but doesn't have sufficient free electrons to be a good conductor of electricity. Therefore mica is a bad conductor of electricity.