Have you ever wondered why the water going down the bathtub drain spins like a tornado? It is because two fluids of different densities are trying to change places. The water goes down the drain because of gravity. This displaces air already in the drain.
The lighter air must rise to make room for the heavier, sinking water. The most efficient way for this to happen is for the two fluids (air and water) to spin around each other in a vortex so that the water can go down at the same time the air rises up.
Dust devils, funnel clouds, and even violent tornadoes all form vortices due to this same principle. Two fluids of different densities (warmer and and cooler air) are changing places. Rising warm air is displacing cooler air, which must sink.