Won't name names or entities but after being previously involved in early stages of a weather instrumentation project in an engineering capacity, and talking with a member of one of the key groups doing legit science out there, it would seem that throwing or launching objects into tornadoes and mesocyclones is not high on the list of valuable data gathering. The risk vs. reward doesn't add up, but that is where the adrenaline and glamor seem to be.
Multi-point observations in near proximity by various visual and sensor means is of interest to legit science, however, and you'll note a few groups out there are concentrating on that and doing it reasonably safely and professionally. Not saying a probe or rocket can not get some valuable data, but in my experience the vast majority of people doing 'science' lack the background or temperament to be doing it and are skipping most of the steps to validate instrument fidelity, safety, etc. I'm not here to judge individuals, but would like to see people who say they are passionate about science stop acting like they are in Twister or trying to copy Tim Samaras or getting caught up in personality or media hype. Science has never been about any of that stuff and it is disciplined and open to change for a reason.