I have lived in places where I've had to deal with both and it's the long notice involved with hurricanes that make them worse to me. Tornados are over and done with. There's no prep and the area they cover is small so you're unlikely to be directly effected by them. But with hurricanes there's so much prep to do, shortages to deal with, etc. and even if you don't take a direct hit there's often a ton of clean up and dealing with long power outages, etc.
Tornados are in and out of your life in a blink. Hurricanes you have to live with for weeks or months it feels like.
I love reading someone else's "comfort" with a tornado as meh that I have. However, we do know a lot about them, and can hear a warning, check out the location and then decide if we need to go hide or not. Simple info like if the danger zone is east of you, you're okay. If the danger zone is southwest-ish of you, then start paying closer attention. The fact that they can zoom in to the doppler images and see the circulation, provide the warning up to 15 mins in advance, see the debris to determine if it is on the ground or not, etc is absolutely fascinating and life saving abilities. Plus, they can extrapolate the path and tell people by street intersection that you're directly in the path. Hurricane predictions are like "well, we've told you for 3+ days to get the hell outta here in a wide swath of predicitions, but you didn't so...good luck!" There's no it's already passed us, so now we just hope to avoid the hail. Hurricanes pass, then you have the potential of bonus tornados, storm surge, and oh, the storm may just park directly on top of you and drop 40" of rain over the next couple of days.
Yeah, I'll take a good ol' spring thunderstorm any day.
Tornados are in and out of your life in a blink. Hurricanes you have to live with for weeks or months it feels like.