Being originally from STL - tornado watches are not a big deal and happen all the time. Get concerned when the sky turns green (yes, I've seen this happen), and sirens start going off.
Tornado WARNINGS in the immeidate area on the other hand (when the sirens go off) are a big deal. Seek shelter immediately (which in the dome would probably have been restrooms on the concourse) and be ready to assume a bracing position (and hope it misses you - I remember one particularly scary time in the basement of my house....fortunately it missed)