Anecdata: I grew up in southeastern Iowa and have seen more tornadoes than I can remember. Every single summer you'd go to the basement at least three or four times due to tornado warnings. The Iowa State mascot is a "cyclone."
They’re scary in theory, and in-fact if you have bad luck, but the acreage directly damaged by a tornado every year just isn’t that big, considering the size of tornado country.
I doubt the natives living here had any particular strategy for avoiding tornados specifically, though they may have had beliefs and practices concerning them and certainly must have had things they did to stay safe in severe thunderstorms more generally. Not because they were incapable of coming up with such (far from it) but because direct experience with a tornado (not just seeing it, but having one come near enough for avoidance or even sheltering strategies to apply, beyond what you’d do for any stormy weather) is fairly rare.