Tornadoes are relatively small which is why so many places are never hit - it's like throwing a dart at a map. Most people will never see one in their life, and those that do will probably never see a large, violent one. I'm just pulling numbers out of air, but unless you're hit by an EF-3 or larger, you have pretty good odds of surviving in your car. If you see a tornado, turn around and go the other way. If you can't see it, odds are in your favor that it won't hit you and it's not a massive wedge. If you don't see any traffic coming from the other direction or everyone is flashing their brights, you should probably pull over (not under an overpass) for 15 minutes and let it pass. Statistics have played this one out time and time again - there just aren't that many people killed by violent tornadoes crossing interstates. So why spend millions (billions?) on shelters that will be abused more than they are used? Even then you're just training people to go somewhere that isn't safe by nature and clogging up the roads.
We can play the weather-stupid card here, but it doesn't really apply to the folks living in TX, OK, and KS - the states most likely to have tornadoes crossing interstates. They tend to know the difference between watches and warnings, what a PDS is, and how the dryline plays a role in severe weather. I constantly see locals looking up at the sky and recognize the same signs I'm looking for (and possibly more).
Why not push for something more useful, like requiring a weather radio to pass home inspections (like some states require for carbon monoxide detectors), or allow for a discount on your insurance policy like is often the case if you have a fire extinguisher in your house? No major costs to the state/country, and arguably more useful.