Yes Tall Skinny people are more prone and at risk for a collapsed lung than heavier weight people.
The collapsed lung usually happens more often in Tall and Thin people because of the shape of the persons lung and chest cavity that is different than heavier weight people.
The shape causes "blebs" which are abnormal small air filled sacs in the lungs which leads to a collapsed lung.
Most times though this condition happens to Tall Skinny males from 18-20 years old and they might not ever experience it again the older they get.