There are evolutionary explanations of some phobias. Having a fear of a thunderstorm would make it more likely that you would seek shelter which in turn would make it more likely that you would be safe (and not go wandering and get hit by thunder, for example).

That being said, how afraid does one need to feel in order to get that added benefit?

Do you have any particular thoughts on why you might feel so afraid? Are you afraid of being hit by lightening or... What? It might be that there are things you can say / remind yourself of when those thoughts start occurring to you.