There isn't enough time to evacuate a populated area. The average lead time for a tornado warning is 14 minutes, and and evacuation takes hours and even days. People attempting to flee would be caught in a traffic jam, and a car is one of the worst places to be in a tornado. Such as case happened in Wichita Falls Texas in 1979. Of the 42 people killed by the tornado 25 died in their cars. It is much safer to be inside a sturdy building