Gordon Setter Relax Dog AromatherapyRelax Dog Aromatherapy Calms Your Gordon Setter's Fears, Anxieties, and Stress Of course, the Gordon Setter was bred to hunt beside their master all day in field and forest. But let thunder boom or fireworks explode and your dog is shaking and trying to climb into your lap. Q: Why would a dog bred to be around guns be scared of thunder? A: They learn to anticipate the gunshot noise, they are in the environment they expect the noise to be in and when