Florida actually has more tornadoes per square mile than any other state, including the "Tornado Alley" states of Oklahoma, Texas, etc. Most of these are pretty weak, however. And Florida (especially the Keys) gets a lot of waterspouts, too. One even went ashore in downtown Miami a few years back!
I was so sad to hear about the horrible situation those folks north of Orlando had to go through, though. It's bad enough having to suffer hurricanes. Tornadoes can be beautiful (to weather nerds, anyhow...), but they are nothing to be trifled with and no one EVER wants to see people lose their lives or homes. Hopefully those folks will get lots of help towards recovery.