I'm exactly the same with the wind. Thunder and lightening are fine. Heavy rain is great. But a loud, strong wind will freak me the fuck out. All I can do it lie awake and think of news footage of tornados tearing down small towns...
But I don't think it's strange. Y'know, I don't think people are scared enough of the wind. A force that we can control, can't even really see, and yet has the power to level a street of houses? Fuck terrorism. I think we should declare War on Wind.