I haven't played RDR2 yet, but the original RDR is maybe the only game that ever managed to make me mistake the in-game thunder for real thunder happening outside. I'd take a look out the window just to check. Come to think of it, perhaps Witcher 3 was able to do that as well?
One thing that really bothers me in games is when they don't account for the delay between the speed of light and speed of sound, sometimes this is especially noticeable in games where a flash of lightning on the horizon immediately coincides with a rumble of thunder.