Are you or your kiddos afraid of storms? Both of mine went through a phase of being freaked out by bad weather. Now they are pretty laid back about it and will only complain if we lose power. I know some people remain terrified of storms though, even well into adulthood.
The only time a storm actually scared me was last summer. Mini and I were standing in the kitchen talking during a lightning storm and we saw a bot of lightning hit in the back yard. And goodness it was LOUD. We both screamed and jumped. I was still shaking probably ten minutes later.
I was in a tornado when I was a baby (with my mom--maybe that's why she felt that way) and a microburst in a theme park when I was a teenager. Weather is just too powerful, and deserves respect. I don't know if Maddie notices wind that isn't blowing directly in her face, so we'll have to see how she feels later.