Sure their homes may not have been safer, but they would have had more opportunities to get to a shelter, or to find somewhere safe, as compared to having to be at work picking shelves in a warehouse built to the minimum spec/cost.
To repeat, a tornado is on the ground. TAKE COVER NOW! Move to a
basement or an interior room on the lowest floor of a sturdy
building. Avoid windows. If you are outdoors, in a mobile home, or in
a vehicle, move to the closest substantial shelter and protect
yourself from flying debris.
If you are in a reasonable building (such as a typical home) when a tornado warning is issued, do not seek alternative shelter. Seek the most secure area of the building you are already in.