We used to scare my coonhound mix for fun when she was a puppy, and she grew up to be quite skittish. I hindsight it was mean, but we'd make a giant hand shadow on the wall or ceiling with a flashlight like it was coming to get her and she would freak out and run under the couch. When she started getting bigger and couldn't fit, she would still try and just hide her head under the couch. Also the hair on her back would stand up like a mohawk. lol.
That's odd he's not skittish about skunks, but I also wonder if he's avoided some confrontations with other animals simply because he doesn't come across as threatening too.
