Storms make me a little anxious (more the worry of trees falling over, since we had our fair share of those when I was growing up.) Also, my parents and older brother would all be out on the porch when things got nasty. I think we only ever went into the basement twice. And even then, Dad was still standing on the covered front porch peering out across the neighboring golf course. Now, I (perhaps foolishly) just rely on the tornado sirens. I'm five houses away from the school... and fully insured with offsite storage of my important computer docs. Fears mostly allayed.
Now, I've never seen anything outside the dark windows at night... but I can come up with scary things TO see out there. Growing up, the only bathroom was on the first floor, but the bedrooms upstairs. So, you come down the stairs-- the front door, which was like a French door, with all the windows, is at the bottom-- turn 180 degrees to walk to the back of the house and beside the bathroom was an alcove with two windows. I'd get down okay, but I'd always run back up...