Thunderstorms have been frequent recently.

A, thunderstorm weather can't shelter under the big tree, because the tree is relatively high, there is water on the tree, and the tree becomes a conductor, which is easy to lead the lightning down. People who shelter from the rain under the tree may get an electric shock. This option is correct and does not meet the meaning of the question;

B, mobile phone electromagnetic wave is a good conductor of lightning, electromagnetic wave will form a conductive magnetic field in the humid atmosphere, which is easy to attract new lightning strikes. This option is correct and does not meet the meaning of the question;

C during a thunderstorm, doors and windows should be closed to prevent dangerous side lightning and ball lightning from invading. This option is incorrect, which is consistent with the meaning of the question.

D, lightning rod will lead lightning to the earth, which can effectively prevent people from being struck by lightning. This option is correct and does not meet the problem.

So choose C.