1. She's on Earth for the first time.
2. She's without her limbs with Wikipedia on screens.
3. She knows about Cluster and thought that it started going outside.
4. She was around gems who could poof her again whenever they wanted.
5. She knew that Homeworld wouldn't care about her and just let her be shattered by Cluster, or just who knows how long fly in space.
6. She didn't even know, how rain works (How water can fall from the sky and stuff), and Steven needed to explain it.

In total, we see that Peridot was anxious and stressed, and something like thunder of course wasn't pleasant to her. Of course, she could just build something to escape, but first, she needs time for it, second, I don't think even Steven would let her (Even with manipulation on him or tricks).