A. The density of concentrated sulfuric acid is greater than that of saturated copper sulfate solution, and the concentrated sulfuric acid poured out carefully and slowly along the inner wall of the small test tube will sink to the bottom, so A is correct;

B. Concentrated sulfuric acid is dissolved in water, which releases a lot of heat, so that the closed gas in the conical bottle is heated and expanded, so that the liquid level on the left side of the U-shaped thin tube drops and the liquid level on the right side rises, so B is correct;

C. concentrated sulfuric acid can absorb water and dehydrate, and the decrease of water leads to the precipitation of white anhydrous CuSO4, so c is correct;

D. Because concentrated sulfuric acid has water absorption, it is impossible to produce blue crystals, so D is wrong.

So choose D.