But it is what ever you are accustom to dealing with. As a native Californian earthquakes aren't scary to me. But tornado's terrify me. Unfortunately we had tornado watches and warning follow us all across the country when we traversed the U.S in 2001. Those wittle tent trailers do not have storm cellars so I wasn't feeling very secure most nights.
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!