In the documentary "Iraq: The Untold Story", the creator shows civilian air raid shelters in Baghdad. They were four stories down, with the upper floors all reinforced concrete. Yet there were powerless against US bunker busting bombs, and the hundreds of civilians in the shelters that were hit all died.
http://nuclearsecrecy.com/nukemap/
If you are hit directly, you're fucked no matter what. But the fireball has relatively small radius compared to the other zones.
Ducking underneath something solid is to protect you if the building collapses, which is likely to occur in the large air-blast radius. This is much like ducking under a desk in an earthquake.
Cover will save you if you're within the larger thermal radiation radius. Even clothing can be enough to protect you from burns, so any cover you can get is good.
Don't underestimate the protection cover can offer!.