Oh, they don't seem afraid when I go out in the yard if it's quiet and there aren't tons of other birds around, but if there's a lot of activity at the feeders the buntings will hang back in the shrubbery. I have feeders and birdbaths close to cover for the shy birds but I guess I've just never had the opportunity to see a Bunting in one of the birdbaths. I sometimes spot them in late December but it's usually early January through April and into early May that they visit my backyard feeders. I went back through my pic's and found two that were taken in October a few years ago so they are probably around more than I realize. There are always so many other common birds around (Jays, Thrasher's, Cardinals, Mockingbirds, Grackles, Doves etc.) that the shy little buntings probably don't like all the commotion at the feeders!