Oh, I'm a Believer!...my youngest Stilpho has an aversion to when it rains. When raining, he gets a bit twitchy, and when it thunders, I can't find him (period --not even if I shake the cat treat bag), because he is somewhere hiding under something (usually my bed). I'm not sure if it originated with the thunder or my reaction to thunder (I'm good w/lightening, but I h-a-t-e the sound of thunder, so he may pick up on the fact that I get tense). I'm not sure why it happens, but it started a few years ago, he just started hiding during storms. Then again, he stayed here local with me during Hurricane Katrina (not at our home, but we were together here locally), so he knows storms mean a bunch of "grab and go" long trips to new places (until a hurricane was over after Katrina, we tried more often to leave), so that probably did nothing to endear him to bad weather sounds. During Katrina, where we were it sounded like a big scary monster was roaring outside and trying to rip the roof off of where we were staying. In the case of Hurricane Katrina, I have no problem admitting, I was very scared.. Stilpho is currently (I dunno where, but I know he won't come out until the thunder stops).
So, yes, I believe that various types of weather can effect how cats behavior and personality. But, it also depends on the cat, my older boy 21 yrs old (no lie on the age), could careless that it is raining and storming outside, he just does whatever he normally does. I say leave a skittish animal be when it is being skittish, because you don't want to be the reason/cause of a full on panic attack (fight or flight response), leave the love and cuddling until once they calm down.
I know on the pet market they have various treats, smell associated products, homeopathic products that are suppose to have a calming effect during times of stress (like what you discuss), so if you aim is to "do something" to help, maybe some of that stuff will work?? Otherwise, if it is just desire to comfort an animal, I say let them be until they calm down. *winks*