I had to smile at your metaphor Davetnova (claustrophobic - closet...). But I assume you are serious with your query.

Being claustrophobic is a lot more common than people think, and it has degrees. Someone may be all right in a small room, but panic in a lift/elevator; or they may be OK as long as there is light, or as long as there are sounds they can hear, because they latch on to those senses as part of their coping strategy.

So I suggest you
a) tell your friend that claustrophobia is very common (and to a point even understandable/"normal" as a reaction to isolation, confinement etc).
b) explain that all they need is to develop a coping strategy that suits them, and ask them to visit a specialist/counsellor that can help them identify such strategies.