Might larger cities statistically be more protected because of a heat shield effect? Perhaps the heat of a city is distruptive, in that if more heat (energy) is added to the atmosphere, then perhaps less exothermic water droplet formation.

Why does it seem like tornadoes avoid downtowns of major cities? Simply, downtowns cover such tiny land areas relative to the entire nation. The chance of any particular tornado hitting a major downtown is quite low--not for any meteorological reason, but simply because downtowns are small targets. Even when tornadoes hit metro areas; their odds of hitting downtown are small out of space considerations alone. For example, downtown Dallas (inside the freeway loop) covers roughly three square miles, Dallas County, about 900 square miles. For a brief tornado in Dallas County, its odds of hitting downtown are only about 1 in 300. Still, downtown tornadoes have happened, including at least four hits on St. Louis alone. The idea of large buildings destroying or preventing a tornado is pure myth. Even the largest skyscrapers pale in size and volume when compared to the total circulation of a big tornado from ground through thunderhead.