Maybe they are, but a tornado shelter isn't that big, and if your family's life were to depend on it, expense is probably a secondary consideration.
If they are only talking about sandstone, which you can break through with a crowbar, I've seen them drill and blast granite out here in various construction projects. Granite is as hard, or harder than commercial concrete.
You can rent an electric jack hammer. One of those, some beer and a few guys with shovels could probably make an 8x8 or appropriately sized hole in half a day.
The rest is traditional concrete/rebar construction. Put in an air vent and a sump pump. The whole thing wouldn't have to be below grade, you could berm up dirt over it. Might want to check it periodically for rattlesnakes.
During the reporting, I saw a couple of doors into the ground where people had survived this twister, so it is possible.
Judging by the fact that pieces of heavy debris had been moved long distances, they are now considering upgrading the storm's rating to an E5.
Certainly there are plenty of options for individuals. My post was with respect to what is possible for commercial and community shelters.
And it was based on what the commercial construction companies had advised to folks around here.
We have a basement bedroom which has a loft next to the bed.
The kids are able to sleep and play on top of the loft, and if needed we can all sit under the loft for protection from the debris as well as a reinforced area.
So we are better off than many in our town, and certainly better off than the first ten years when we lived in a trailer.