Most dogs will want protect the home by at least alerting their masters to anything that could threaten the security of there home! They don't understand that thunder and lightening is harmless unless you teach them that it is nothing to worry about.
I believe that is why : )
I have no scientific evidence to support this, but I believe that dogs may be affected by thunder and lightning due to the pressure and electical discharges causing high frequency sounds.
I know that quartz (a major component of the Earth) produces an electrical discharge when compressed.
I am also pretty certain that high voltage electrical discharges produce an high pitched sound, which I have heard frequently when close to lightning strikes and in the laboratory.
My dog can hear the thunder long before I can.He starts to get very restless .They do have very sensitive hearing and as said on the previous post can hear high frequency sounds which we can't.I read somewhere that if you play a tape of the noise of thunder to a dog (only softly at first though and then a gradual build up over time) and then distract it from the noise with a game ,treat etc. they will gradually come to accept it and when it does actually thunder they will then know it is nothing to worry about and stay calm.The same thing is supposed to help dogs who don't like the noise of fireworks.