Question

Why might a dog need to be coaxed outside during a thunderstorm

Answer 1

Because they get scared

Answer 2

Since dogs have way better hearing than humans their ears are also a lot more sensitive. Loud scary noises like thunder would most likely sound way bigger and way more scary to a dog than humans. Also there might be rain or lighting. While rain will probably scare them because of the noise, dogs might be scared of lightning because they know the dangers of it.