The Storm Sorcerer has an ability called Heart of the Storm:
At 6th level, you gain resistance to lightning and thunder damage. In addition, whenever you start casting a spell of 1st level or higher that deals lightning or thunder damage, stormy magic erupts from you. This eruption causes creatures of your choice that you can see within 10 feet of you to take lightning or thunder damage (choose each time this ability activates) equal to half your sorcerer level.
Counterspell is an interrupt:
You attempt to interrupt a creature in the process of casting a spell. If the creature is casting a spell of 3rd level or lower, its spell fails and has no effect.
So I'd argue that the damage from the ability triggers before Counterspell can even be cast, and thus the (relatively small damage at lower levels) still happens. Am I correct?