I didn't deliberately set out to see what made my sims scared, but I got a couple of days of all-day thunderstorms in my game so it happened anyway! In a 4-sim household (2 married YAs and their kids: a child and a toddler), one of the mothers got scared with the kid rather than tense when the storm rolled in. Mum #2 has the stormchaser trait, so was confident throughout, no fear. Their toddler, however, was puzzlingly still made sad by the storm rather than scared.