They are saying it because it has been proven time and again that cars are death traps if they are hit by a tornado. Unlike you, I suspect, I do live in the Oklahoma City metro area. I chose not to leave Norman yesterday because the storm was moving directly towards the city, and I did not want to be involved in that mess.
Some of the things I saw in Norman as the tornado approached OKC were nothing short of incredible...huge traffic jams coming south, people driving on the wrong side of the road...people were in full-out panic mode. Later, I saw the aerial footage of the interstates on the south side of Oklahoma City, with miles-long traffic backups. If a violent tornado had managed to sustain itself and crossed one or more of those traffic jams, we would be talking about dozens, if not hundreds, of fatalities.
The reality is that in a large metro area, the roads are not equipped to deal with a sudden exodus of people like that. And a car gets you nowhere if you're not moving.
I've been chasing for five years, and I have encountered the aftermath of tornadoes on more then one occasion. If I had to choose between being hit by a tornado in a poorly built home and being hit by a tornado in my car, I'm taking the home. If I had to choose between being hit by a tornado in my car or jumping in the ditch, I'm jumping in the ditch.
They're death traps, plain and simple.