I disagree - tornadoes generally come with many warnings by metrologists and often tornado sirens. Earthquakes come with a split second rumble if you're lucky.

I've experienced earthquakes, cyclones/hurricanes, tornadoes, wildfire, flooding, blizzards, and all kinds of severe weather - they're all awful in their own way but being caught in a tornado outbreak (30 in 90mins, some over a mile wide) was by far the worst I've experienced - sheltering for hours while sirens scream, drains howl as tornadoes go past, and the roof peels off is up there with the helplessness of being stuck in a violently shaking building for a few minutes (I've experienced a few 7+ shakes and also lost friends and family to earthquakes that destroyed my home town so know how intense that can be).

Aren't tornadoes far more localized, and thus less-likely to be one of those "help can't sauce for a week" scenarios?

Yep. Been through those too when I lived in Wyoming. Fortunately never anything larger than an F2.

Better now with the amber alert type system. Horror stories of being in a theater and getting hit by a twister with no notice.

Living in KS for 25 years, I have yet to see a tornado.