I've heard of a beardie getting spooked by thunder and jumping into his human's arms. If I remember correctly, they were outside when it happened. It was a post on this website several years ago.
They can hear through those little holes in their head, so how much they react to sounds probably depends on the individual, and in our beardie's case, it seems to matter whether or not he is in familiar surroundings. Noises around the house don't seem to bother him, except for Alaskan earthquakes when there's noise as well as the ground shaking.
One time we took him down to Homer (about a 225 mile road trip) to visit his "grandfather," and I noticed that when we were there and I'd be holding him, I could feel him startle if someone made a noise in the house -- even something as simple as closing a door. So I figure he's gotten used to the sounds he hears around the house when he's home safe in his own familiar tank with his own familiar humans, although he behaved himself very nicely when his grandfather cuddled him.
The idea of "relocation stress" makes a lot of sense. So if you live somewhere that lets you take your beardie outside often so that you have lots of opportunities to practice, it might be worth several tries to see if they can get used to it and learn to like it, especially since natural sunlight is such a good thing.

I think I may be able to understand how they feel after being cooped up in the house for so long. I'm liable to have a good case of agoraphobia myself by the time this whole covid thing is over.
