I don't know how true this is but I've heard that reassuring while the dog is afraid is interpreted as praise by the dog. I know one group of people who say to never pet and baby talk a dog while it's afraid, and another group of people who say it's completely fine to cuddle and talk to it softly while it's afraid.

But yes, that's pretty normal. Kai's afraid of some loud noises. It takes one loud bang to tramatize Kaedyn. He won't even step into the kitchen anymore unless I coax him in.