I think it would be more reasonable course would be to use the helmet you already have acquired for your favorite activity - motorcycling, football, climbing, whitewater canoeing, etc. and press it into service during a tornado. It shouldn't hurt you and it should increase your margin of safety. That is not to say that you won't be impacted in such a way that no kind of helmet would allow you to survive. That is always the case in activities in which helmet use is already fairly common.

Over the years I have become a habitual helmet wearer in two of my favorite pstimes in which I originally did not wear any protective headgear - climbing and cycling. i wouldn't ride my bike five feet today without putting on a helmet - same policy for climbing/caving situations. For me the shift is a result of treating and witnessing a lot of head trauma and realizing how many lives would have been saved by proper headgear.

I don't spend much time in tornado country, so the tornado-headgear issue is basically moot for me. I imagine a helmet would be useful in an earthquake, but I would never have any advance notification.

It will be interesting to see what results future research might produce for a tornado helmet - versatile, effective, and reasonably priced......
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Geezer in Chief