Thunderstorms are an exciting turn on, probably for most people. Strong coastal winds, stormy but not hurricane force, were great on the Côte d'Azur but not so much in Santa Monica.
Earthquakes can momentarily kill the moment if they happen during a Tantric Massage, but the mood returns with a vengeance in the aftermath.
In the North Country, snowstorms during a group sauna gets very romantic, and cross country skiing with stops for frolicking in drifts are pretty thrilling.
I don't like cyclones. Wizard of Oz type things never got me off. Too scary. Although false alarms when taking refuge in basements whether on or off the reservation can bring a man and a woman together in a very soulful way.
Weather is a blessing. Well, it's always there, so maybe "blessing" is a little poetic. Actually, really hot afternoons can make me horny, but unless she's right there with me, it's not conducive to seduction. And, when it's 100+, any incall plant better have A/C or I'm getting a beer.
Rainy nights, even deluge style flash floods, seem to turn a woman on, so if you can offer her a warm bed to snuggle in, they can be magic.
Hailstorms are infrequent and don't last even long enough for a quickie, so I haven't been able to experience any eroticism during hailstorms. Would be nice to catch that moment, but it's not a high priority.
So, yes, whatever the weather, I often am in the mood for a hug and fuck. But thunderstorms! Yeah!