My friend descended from a Siberian tribe. His grandmother died in Siberia because she happened to go out wearing just two or three layers less than you "should". See, it's cold enough over there in my friend's ancestral village that the windows are plastic. Glass would shatter.
I think your friend never lived in his "ancestral Siberian village" or is making a joke at your expense. I've been to Siberia, and I work in Central Asia. We regularly get -40 C in the winter and +40 in the summer. Glass doesn't shatter from cold temperatures, it shatters from rapid changes in temperature gradients. You don't get that from the weather. Glass does just fine in the cold. Ask your friend whether in his ancestral Siberia they use special trucks, train cars and helicopters with all-plastic windshields. Hint: they don't.
People do use plastic on their windows, but they don't replace windowpanes with it. They just tape an extra layer of plastic foil on the existing glass window, the idea being that it creates an air pocket which provides extra thermal insulation. Throughout the winter, a roll of Scotch tape is one of the more important household implements to have around.
I've never heard of Siberian microtornadoes either all the time I spent in the region. You can freeze to death in the cold. At -40 or so it happens quite easily but it doesn't take a microtornado to do it. You can also be assured that people in Siberia have had a practical enough attitude towards the weather for a few hundred years that if people actually died from microtornadoes, as opposed to plain old hypothermia, "research grant award futures versus college loan payment rates" (assuming such a thing even made sense in the Soviet or post-Soviet Russian system) would be of little concern.