That morning the TV news had a map over the local "heartland" area (Southern Illinois, Southeast Missouri, Northern Kentucky and Southwest Indiana) showing likely severe impacts with likely tornadoes.
So, they knew the risk was there. That said, nobody that grows up here expected that big of a storm in December. It isn't "tornado season" so a lot of folks didn't take it seriously. I know didn't take it too seriously and I've been through an F4 tornado as a kid that did a lot of damage to my town (https://en.wikipedia.org/wiki/Marion,_Illinois_tornado_outbr...).