Walking the Puppy when the Thunder Starts...

We were walking down the block when Asher heard the first bit of thunder. And he froze and looked up to see where it was coming from. With some sense of urgency he continued down the block and then he heard more - and again he froze. So I said "let's go home" and he clearly picked up the pace. We got home and I came to the computer, and he is sitting by my feet. There is more thunder now. I wonder where he will go when I get up?