I initially thought this was intentional, but now that I look deeper, it seems like a bug:
Normally, when you enter a tornado, if you stay in the same spot, you'll simply get launched in the air and back into the same tornado, giving you time to think and plan ahead. This works even if there is no floor under the tornado.
However, if that tornado is elevated, you simply fall through instead of getting re-launched.
Easily reproducible using a normal and an elevated tornado.