Quite the opposite. I find Thunderstorms deeply calming/comforting when I'm indoors/car/sheltered at least.
I mean if I'm outdoors in the hills, out fishing or otherwise in a position that puts my at high risk of strikes, I do have respect for their danger. Few times I've been caught out on the top of Munros and such with storms rolling in only a few miles away, which have prompted rapid return to lower altitudes as to not present such a prime target.
However, generally theres nothing more comforting than sitting watching/listening to the flashes and deep rumbles of a passing storm.