It's not just your culture. Advice from the US National Weather Service includes:
> Stay away from windows and doors, and stay off porches.
The answer to this related question (including the transcript of interview with meteorologist John Jensenius) and this advice from National Geographic gives some reasons for the advice.
* Metal frame windows and doors are good electrical conductors, but even glass can conduct lightning.
* Lightning strikes on the building or debris from nearby strikes can shatter glass in windows and doors causing flying glass.
* Lightning is often accompanied by other extreme weather including high winds and hail which can damage windows and doors.