The Swedes can say that because they don't worry about tornadoes. Is there clothing that could stand up to an F-5?
Or I'm sure some of the suits ordinance disposal techs wear are probably tornado proof.
So are the various efforts of Hurtubise, like the bear-proof armor suit and the Trojan Ballistics Suit of Armor.
I acknowledge that a powered exoskeleton can be a grey area, but I don't think a hypothetical tornado-proof suit would come anywhere close to this grey area.
Here's vehicles which are meant to survive tornadoes http://en.wikipedia.org/wiki/Tornado_Intercept_Vehicle . How do you make that into clothing?