Then he heard the narrative about the magic island at sea. Is part of the invisible world a mirage?

A. Air belongs to colloid, and mirage is the result of light refraction along a straight line in gas layers with different densities, so A is correct;

B. The mixing of water and milk reflects the solubility of substances, which belongs to physical changes, and adding oil to the fire reflects the combustion reaction of substances, which belongs to chemical changes, so B is correct;

C. Water drops and stone penetration contain calcium carbonate, which reacts with carbon dioxide and water to generate calcium bicarbonate, which is a chemical change. The rope saw reflects the friction between substances, which belongs to physical changes, so C is wrong;

D. "The crab in the soup is wearing a red robe" reflects that protein has denatured under heating conditions and generated new substances, which belong to chemical changes, so D is correct;

So choose C.