They do like to weather a storm, on their own -- so to speak. If it is just a rain storm, mine will wonder into their run-ins. I believe it is a combination of the pressure of the air mass (which we don't normally detect) and the severity of the storm wind -- mother nature works very well sometimes. Seems to be that they "know" not to stand by a tree in lightening, etc.
Many, many yrs ago, lightening hit my barn at the end where the fan was mounted for the hay loft. It sparked the hay, then a raging fire. I was fortunate and saw it, called fire dept just before my phone died as they line in the barn went out -- ran out there in PJs and drug all the horses outl, turning them into the adjacent pasture where they ran to the far end.. It burned to the ground!!! But, next AM at daybreak, I looked out and saw one of the horses standing in the ashes where his stall used to be!
Generally, animals will try to stay where they know their home and feed and friends should be. That's why, when there is a "break out" and they all run fast as they can -- WoooHooo I'm free! -- (and others are screaming because they can't go so they tell on those who did) I generally stroll to the barn for the feed bucket and give them a few minutes to run, then settle.
The storm is mostly past us now here in VA Beach, BUT hitting Delmarva hard it appears. Winds picked up and the heaviest rain is right over you guys, so it appears on the maps I'm seeing on TV. Not near the worst storm I've seen/had hit here but, we did not get the heaviest winds. Our coastal areas got a lot of tidal flooding.......A LOT!! But, I'm not there to have that. We did get about 4" of rain and that isn't something I needed!
You guys, stay inside and safe. Get your boots out of the closet!!