The answer is yes. Brontophobia, also known as astraphobia, is less common than claustrophobia. Brontophobia is an extreme fear of thunder and lightning, whereas claustrophobia is a fear of confined spaces. Both are specific phobias, and more specifically, both are situational phobias.
Brontophobia has a prevalence rate of 2%, whereas claustrophobia has a prevalence of 4% (Fredrikson et al., 1996). Thus, claustrophobia is more common than brontophobia.
Reference:
Gender and age differences in the prevalence of specific fears and phobias. Fredrikson M, Annas P, Fischer H, Wik G. Behav Res Ther. 1996 Jan;34(1):33-9.