Circling back to their fear of storms, they react differently.
Rosie would run to find someone to be with, she seeks for comfort.
Axel freezes. He sits, covers his ears and puts his head down. He wants comfort, he really wants comfort but can't get himself to seek it.When Rosie runs to him, he's able to keep himself together. He basically needs someone, anyone be with him to feel like everything will be okay.