I'm with you and I grew up in the Midwest - I remember my dad driving us through Elkhart a day or two after the Palm Sunday tornado. Scary stuff. I'll admit to sort of holding my breath the 4 years I lived in California whenever I got stuck on a cloverleaf though.
So far so good here (Hawaii). We had a tsunami warning and sirens our 3rd day on Oahu in 1994. Our home is safely above any tsunami danger. Hurricanes are bad but you can prepare better than with a tornado. The only actual tornado I've ever seen though was in a field not a mile from our house here. I saw the thing below and thought what the @#$%??? Hawaii doesn't have these things!
We get a few tornado in the Central Valley of Calfornia from time to time. But they are wanna be tornados compared to what the Midwest experiences all the time. I don't even think that they even rate as an F1. If someone from the Midwest saw it they would think that it was a dustdevil or a whirlwinds.