The question says: Catfish swim erratically before earthquakes, some investigators have proposed monitoring catfish to predict dangerous earthquakes.

To undermine the saying, you have to prove that there may be some other reasons, besides than earthquakes, that can cause catfish swim erratically.

Therefore:
(A) In Japan, which is subject to frequent earthquakes, the behavior of catfish has long been associated with earthquakes. (Act as an example that agree with and strengthen the saying)
(B) Mechanical methods for detecting earthquakes have not proved effective. (No any mechanical method mentioned. Out of scope)
(C) Tremors lead to the release of hydrogen sulfide gas into water, thereby causing various fish and shellfish to behave erratically. (Do not necessarily related to Catfish. Out of Scope)
(D) Careful construction can reduce the dangers posed by earthquakes. (Not related to catfish. Out of Scope)
(E) Even very slight, fleeting tremors cause catfish to swim erratically. (Suggest another reason that causes catfish to swim erratically, besides than earthquakes. -> Correct)