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.
Except its usually not the wind load that destroys building but the debris field in that wind. Plenty of reports out there of solid concrete structures extensively damaged by wind driven debris and not just tornados or hurricanes. For example, for a structure to receive any type of weather rating it must pass an impact test which is usually a 2x4 shot at the structure at X mph depending on the rating and at the right speed that 2x4 can even penetrate concrete. Regardless, in my experience, if these events were an issue the insurance underwriters would be the first to drive such mitigative requirements like they do for structures in hurricane or flooding prone areas.