It's about as silly -- scientifically -- as those signs in filling stations telling you to turn off your mobile (which, incidentally, causes it to do the very thing they don't want you to do -- it transmits a 'sign off' to the network). The same Shell filling station is likely to have a 50W T-Mobile base on the forecourt in the big sign that tells you the prices yes, they really do that. So if it doesn't blow up the filling station, why would your mobile? It's an urban myth, not science
The reason why those signs tell you to switch your phone off are nothing to do with it transmitting a signal, it is because there is a very very small chance of a spark being generated by the contact between the battery of the phone and the phone itself and thus 'blow up the filling station'. Think about it phone is usually in trouser pocket of person operating pump and very close to all those highly flammable petrol fumes even a tiny spark in that area could be enough for the place to explode. Try having that on your conscious assuming you survive that is.