Sometimes it is appropriate to chase storms, to choose to enter the dangerous terrain. You may choose this path to find out what is really going on in some inner or outer turbulent zone. In some cases you may even choose to enter the zone and alter the weather there. Often just observing what is really going on is enough to alter the weather.
Some people have the counter-phobic tendency, the tendency to go right into what scares them the most. This can be a powerfully developmental path, strengthening us in relation to core fears, and casting light on the dark side of the moon. It can also be a chance to get your head handed to you, especially if you are attracted to the fear zone out of some secret longing for death or castration.
Use wary discernment before chasing storms. Know what part of you seeks the storms, and be sure that it is a part of you that you trust with your life.
If your deepest self tells you to chase a storm, then summon your will to do so.