The Earth's atmosphere is kept in place because of the gravitational pull the Earth exerts on particles in the atmosphere. But part of the Earth's atmosphere does float out into space. The part that is lost out into space is the extremely light part icles like Hydrogen which can escape the Earth's gravity. But the Earth's atmosphere is also replenished by releases from planetary volcanism. Actually, it never rains during a tornado .
Tornadoes form in an updraft where air is going up into the storm.
The air that's going up also pushes the raindrops up so they can't fall to the ground. But, it can rain near a tornado. If I imagine that the Earth spinning as a ball rotating in a bucket of water, there should be a boundry layer, turbulent region, etc. Or is it wrong to think in that line. Friction with the surface of the Earth creates what is known as the Planetary Boundry Layer.