Why are dogs afraid of thunderstorms?
There are a lot of answers to this. Some dogs are very noise sensitive. Some sense the change in barometric pressure and that bugs them. Some feel the change in static electricity in the air. Your dog seems to have a mild case of T-storm anxiety. Letting her have access to you is the right thing to do. That calms her, so it’s fine. You can try going over her with a dryer sheet (it stops the static electricity problem). It may or may not help. If sotrms are forecast in your area and you won’t be home, try crating her in the quietest room of your house.