Those conditions don't start out like that. They come up very quickly especially if the tornado is surrounded by a blanket of rain & hail as the one in OK on Sunday. There was no time for them to go anywhere except to take cover in the best place they could find. It didn't do much good because everything was wiped out in a F5 with 200+ mph winds.
F5 - Incredible tornado: 261-318 mph:
Strong frame houses lifted off foundations and carried considerable distances to disintegrate; automobile sized missiles fly through the air in excess of 100 meters; trees debarked; steel re-inforced concrete structures badly damaged.