That is correct. I have lived in Tornado Alley for a half century. Serious tornadoes have landed all over my local area over the years, but I have also never even seen so much as a funnel cloud. They can be devastating though, but are also very localized and do not last long. That said, I do take tornado alerts seriously.
I've passed through neighboring regions only a handful of times in my life and rarely failed to see at least a funnel. Spookiest was a funnel at the edge of a dust storm: it dipped up and down like a spring toy and looked almost alive.
I've also witnessed two waterspouts: one large, thankfully at a distance, and another at about a half-mile.
Dust devils are also another thing. I’ve spent tens of hours driving in the southwest and mountain west and have seen several. Years and years living in, and hundreds of hours on long drives through, tornado ally and adjacent still-tornado-heavy areas, and I’ve never seen a tornado.