Chances are the tornado would level anything in its path but tornadoes also skip around and throw debris. It's the flying debris that breaks windows -- allowing air to rush in and blow off the roof. Keeping out the air, and keeping glass from flying around as shrapnel if there is a breach, is critical.
I measured a house in Friendswood that was hit by a freak tornado a few years ago. The wife was trying to open a door but the pressure held it shut. When they finally got it open, glass shards were embedded in the door and walls! If she had opened the door she would have been killed by flying glass.
In that case our security window film would have prevented "death by a thousand glass shards." Even if the window is blown out, the glass would be held as one piece by the film -- instead of flying around like thousands of knives.
It's certainly better than nothing on dangerous, plain glass!