Makes a lot of sense to harden part of the house - interior space or basement - especially in areas also prone to wind events.

Given the space, money (or skills to to it yourself) - a shelter in the yard that accessed the house via a tunnel as well as a separate surface access seems worthwhile, too.

It's not on my priority list but we're all about noodling scenarios on ETS and there is still a nuclear threat - with more dimensions than commonly imagined even thirty years ago.