I don't think it specifically says that. but even so, those types of storms are caused mainly through atmospheric conditions, the only roll the ocean plays is the specific temperature of the waters triggering it, which isn't a role at all in this case because it is flapping wings that triggers it. and besides, would making hurricanes really crown him king of the oceans? Lugia isn't even water type. and I'm sure it says that kyogre has the ability to cause storms as well. it says so in a number of his pokedex entries