Yes, indeed.

All of my dogs past and present have not had any anxiety over storms....and yes, probably because I don't react to storms either, I'm just crazy enough to stand outside for that perfect picture....which reminds me, I have sooooo many weather pictures to go through and share. This electric storm was so different though, and because the strike damaged my receiver, I'm sure the noise coming from that room they knew wasn't normal, and also, they read my emotions, come to think of it? Gidget was the most scared. She did tremble a lot and when I started holding her, she was climbing to my shoulders and wanted to tuck her head in my neck. I had to finally bring her to the couch for safety. Champy Bear was the less bothered, but he's just super cool, if there's any dog in sink with me it's Champy. Snowy was upset and very clingy, which was unusual, because none of my dogs have ever reacted to storms. I finally put Gidget in her little soft doghouse with in extra blanket to get under. I would say, the Chihuahua breed would likely be very frightened and that doesn't surprise me with Gidget. She doesn't even like the sound of violent movies. She will sit as close as possible to me and get under a blanket.
Yeah, it could well be that the unusual bang coming from inside the home, from a direction which they are not accustomed to, heightened the dogs' sense of unease.
Hence Snowy's clinginess, which you say is unusual for him.
In reality, all animals are tuned to subtle changes in the atmosphere around them. When you think about it, that is how, in the wild, they can 'sense' distant rain and start their migration toward the green pastures.
No surprise then, that they would react to a thunder storm, where the electrical condition of the atmosphere around them is thrown off kilter.
Especially as you say that this particular electric storm was different.
Give a hug to Champy from me, for being the 'less bothered' and super cool, as you say. He sounds like a big guy under that small soft fury facade of him.
It would be lovely to see some of your weather pics, when you get around to it, no rush. I know
exactly how it is when life gets in the way......