In my opinion, the most important imprinted info is what a dog receives from the owner, especially as regards reactions to unexpected events. The more we sympathize/soothe, the more we teach that the event itself is something to be remembered and feared.
If we, their Gods, are so concerned, who are they to question?
I think the best thing you can do for your pup is...nothing. Good to be aware that the thunderstorms are coming, because you've time to prepare YOURSELF not to react to the thunder/noise in any way. He may run and hide, so make sure he's in a place where that's possible without him getting in any trouble, preferably where he's still with you and observing your reactions. Then just go about your business as if it's normal, because in your environment that's what it is.