Fair enough. I was just making the point that locking down wouldn't work unless there are tornado proof secure bunkers for everyone to be in. Simply staying indoors doesn't mean you are safe, since whole houses are decimated.
I think it's a mindset you just grow up with if you live in a tornado-prone area (which is most of the middle of the US, top to bottom).
That mindset is, when you hear the sirens, wherever you are, get to the lowest/most inside place you can, put your head between your knees, and be prepared to kiss your a** goodbye, because there isn't a whole lot else you can do.
Growing up, we had a great place to shelter - a root cellar built into the earth, with just the front exposed. That's close to as good as it gets. My brother has the same situation at his house now.
You can, of course, buy purpose-built little shelters that are installed in the same fashion, but they're not cheap, and I have only ever known one person who had one.
Most people head to the basement if they have it, or a crawl space (that's what we have), or an inside room with no windows, frequently a bathroom. The advice used to be to get in the tub and pull a mattress over yourself, but that's when tubs were porcelain and affixed pretty solidly to the house. Nowadays they're flimsy plastic things, so that's probably not so effective these days. If you're in a car, you're supposed to get out and run to the lowest area, like the ditch along the road or even inside a culvert or drain pipe, if you think there's no issue with flooding.
The way it works here, first we get a tornado watch - every kid learns that means "conditions are right for a tornado to form," followed by a warning, which means "a tornado has been spotted in your area, seek shelter NOW!" - that's usually when the sirens go off.
Nowadays, they've taken to sounding the sirens earlier rather than later (at least in this area), with the idea that people would seek shelter earlier - nope, it's had the opposite effect, a sort of boy-who-cried-wolf effect. After every storm that passes through where they've sounded the sirens, there will be complaints in the paper and online the following days saying that the sirens were sounded unnecessarily, causing people to shelter and worry unnecessarily, to the point that now, we don't really pay close attention to warnings or sirens.
For those storms that came through most recently, when it looked like they would pass over our area, all the news stations were warning ahead of time, over and over, saying "these are active storms, do not expect any warning, by the time you hear the sirens, it'll be too late, because these will be rapidly-developing tornadoes, and they'll be on the ground before you know it," but we just took the usual precaution of leaving our phones on for alerts and went to bed, as they were predicted to pass through around 3AM. Not much else we could do.
I've been up close and personal to several tornadoes, though thankfully, none have ever hit us directly. They are terrifying, and that's an understatement, but if you live in a tornado area, you learn to live with it.