Question

why is a car with closed windows a safer place during lightening

Answer 1

coz, the electricity when falls on the car, passes through its metalic body to the ground. The metal of the car is much conductive than a human's body. So car is a safer place during lightning.
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Answer 2

Because of the theory of electrostatics. Coulomb's Law tells us the charge will  reside on the outside of the car. Ideally you should turn off the engine and remain inside the closed metal car without touching anything inside that is metal or in electrical contact with the outside of the car.