Correct. There are only two vehicles that have a good chance of surviving a tornado - TIV 1 and 2. They’re custom-built tornado intercept vehicles used by a storm chaser who’s trying to get Imax footage of the inside of a tornado. They have tons of weight, special aerodynamics, and claws that dig in to the ground. And even those vehicles couldn’t possibly survive a strong tornado.
Also, even if you could find some magic rope that was strong enough to hold the car down, the tornado and associated debris could easily punch through the window and kill you.