Our lab is kind of strange, she loves hunting and has never been gun shy in the slightest bit. If she is outside and fireworks go off, we have to be careful because she will chase whatever is flying or spinning on the ground and loves all the noise and flash.
When she is inside however it's a completely different story. Fireworks, or worse thunder sends here cowering into the far corner of our closet. It doesn't make any sense to me, but I'm not a dog and she definitely interprets it differently outside compared with inside.