When I was growing up, my dog, like most dogs, didn't like thunder. I bet she wouldn't have liked the dragons in Skyrim, either.
This image of "Maggie," tweeted by Skyrim-makers Bethesda, shows a dog reacting quite viscerally to, we have to assume, a charging winged beast in Skyrim.
Now that I've bumped up the difficulty and modded the dragons to be more difficult, I often have the same reaction.