Here's why:

* Tornadoes are rotating columns of air. They are formed when warm, moist air collides with cold, dry air, creating a powerful updraft.

* They are not made of a single substance. They contain air, water vapor, dust, debris, and other particles.

So, while a tornado is made up of things that are solid, liquid, or gas, it itself is a complex atmospheric event, not a state of matter.