Before starting, I should probably mention that I actually live in Manhattan, KS and attend Kansas State University, the proposed site for the lab.
I have to start by say that not putting something here because of tornadoes is a pretty thin claim, as tornadoes are a pretty rare occurrence by all accounts, especially in Manhattan due to it's location. In the seven years I've lived here only one has even brushed a portion of the town. While for some this may be too much of a risk, there are plenty of precautions that can be taken to lessen the risk.
More importantly, the campaigning for the location of this lab and all the money and frills that come with it has been very competitive and heated over the last couple years with a number of accusations and claims coming from all the sites. A good number of them coming from the contender site that was almost chosen in Texas that has been very critical of the Kansas location. Though it is rarely mentioned that the section of Texas in question has a greater likelihood of tornadoes by a large margin.