National Alerts
I have a 6s and I have alerts turned on but I don’t get them, my family all got the tornado warning last night but I didn’t but at 2 AM I got a Flood warning
iPhone 6s, iOS 12
If you have a different carrier than your family, or live in a different area then they do, such as a neighboring town, that would explain why they received the tornado alert and you didn't. See the following articles.
Wireless Emergency Alerts (WEA) - FCC
Frequently Asked Questions: Wireless Emergency Alerts - FEMA