If the curtains move even the tiniest bit, he's under my desk and begging for comfort.
What's he afraid of?
I haven't the slightest idea. If he's outside, there's not even a hint of fear. His nose goes straight up like in the picture on this post, and he takes in all the scents on the wind.
The only thing I can think is that occasionally the breeze will slam a door in the house. He does hate loud noises. So perhaps he's associated the breeze blowing through the house with the loud SLAM! of the door.
Classically conditioned, just like Pavlov's dogs.