Whilst even concrete (ICF) structures can be trashed by a F5 tornado, the US averages only one of those per year.
The same structure is much more likely to survive F4 and below (average 1200 per year) so given the cost involved in all those damaged aircraft in one location it must be cost effective to build them.
It is like failing to protect the Baltimore bridge from ship strikes which would have cost in the low $millions but now they face a nearly $2Bn bill just to replace the bridge, let alone the loss of revenue for the intervening period. At least they can sue the ship's owners but unless your lawyer is very good, getting recompense out of Mother Nature for tornado damage will be tricky.
Some big insurance claims coming in Kentucky.....