They are violently rotating columns of air; the only reason they are even visible is because the wind picks up debris. The destruction is caused by the extremely high speeds of the rotating column of wind. The science of what causes tornadoes is well-established. Your theory is incorrect.
Tornadoes often develop from a class of thunderstorms known as supercells. Supercells contain mesocyclones, an area of organized rotation a few miles up in the atmosphere, usually 1–6 miles (2–10 km) across. Most intense tornadoes (EF3 to EF5 on the Enhanced Fujita Scale) develop from supercells. In addition to tornadoes, very heavy rain, frequent lightning, strong wind gusts, and hail are common in such storms.
Most tornadoes from supercells follow a recognizable life cycle. That begins when increasing rainfall drags with it an area of quickly descending air known as the rear flank downdraft (RFD). This downdraft accelerates as it approaches the ground, and drags the supercell's rotating mesocyclone towards the ground with it.
Formation
As the mesocyclone lowers below the cloud base, it begins to take in cool, moist air from the downdraft region of the storm. This convergence of warm air in the updraft, and this cool air, causes a rotating wall cloud to form. The RFD also focuses the mesocyclone's base, causing it to siphon air from a smaller and smaller area on the ground. As the updraft intensifies, it creates an area of low pressure at the surface. This pulls the focused mesocyclone down, in the form of a visible condensation funnel. As the funnel descends, the RFD also reaches the ground, creating a gust front that can cause severe damage a good distance from the tornado. Usually, the funnel cloud begins causing damage on the ground (becoming a tornado) within a few minutes of the RFD reaching the ground.
http://en.wikipedia.org/wiki/Tornado
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