It isn't paranoia. Do some research on statistics for home invasions etc. It's the same kind of investment as insurance or an alarm system. Nobody wants it until something bad happens and you realize need it - and then you're really glad you have it. Do you close the curtains and lock the front door at night, or leave the curtains open so burglars can see in and leave the front door unlocked for them? If you close the curtains and lock the door for the purpose of basic security, then, at some level, there must be a concern about crime, otherwise you wouldn't bother - right?

She probably grew up thinking that's what you do to help reduce your chance of a break-in. In her mind, that's what you do. Having safe rooms wasn't something people did. That isn't part of her narrative about what people do. But just because she grew up thinking a certain way doesn't mean that it will create the outcomes in life that she wants. We all grow up with mental pictures of what life will be like, only to find later our fantasies are just that. She just hasn't had this particular bubble burst yet. This is where data and science are your friend, but you need to be thoughtful in how you apply them.

In trying to bring someone around to your view on such a thing, first you need to be able to get them to agree that they believe there is a concern (i.e. the doors & curtains argument). Once they agree that they have some level of concern, then you need to be able to show how the existing precautions won't prevent the negative outcomes they want to avoid. Go into detail about the negative outcomes. You want to make it real to them. Make them think about it happening, and present data that validates that it could. And then you must be able to present a well-considered solution that better addresses the potential risk.

Let me ask you a question, though. If you woke up in the middle of the night and there were invaders in your home, are you sure you could bypass them and get to your safe room? A safe room is a great idea. I think every house should have one even if only for tornados. But it only works if you can get to it. You may want to consider how you could better defend your bedroom as well. If there were intruders in your house that woke you up at night, you might be better served securing the bedroom door and escaping out the window. I thought about this for myself and came up with a way to make it almost impossible to break into the master bedroom, if deployed. For me, this is an easily-implemented, cheap prep that, in some situations, would be much more effective than a safe room on the other side of the house. A tornado, no help at all.

Research crime rates in your area. If the data shows increasing rates of break-ins, it's a lot easier to justify when you have a visual graph depicting rising crime rates. Many people need visual prompts to translate an abstract concept into something that's "real".

FYI, What you are up against is a psychological principle called the normalcy bias.