Dogs are far more sensitive to changes in atmospheric pressure than people. This can alert them to changes in the weather long before we become conscious of it. They can also hear thunderstorms several miles away, so in hot, heavy weather, it's possible a dog may pick up on thunder and lightning some distance away, which may be unsettling and cause anxiety. As to hot weather specifically, all dogs are individuals, and some become depressed when the weather's hot, so being clingy in the heat is a possibility.