Many  puppies and young dog less than 3 years of age don't show signs of fear during thunderstorms or fireworks displays. It's not unusual for fear to appear as the dog approaches 3 or 4 years of age, after appearing fine up to then.

If you have a young pup who does not react negatively, don't assume he never will. 

Make positive associations with high value food and/or play during a storm or fireworks display from early on.