As for the underwriters, they know the probabilities and make more money out of charging people for unlikely outcomes - if you had a super safe building that would provide ultimate protection, how would they be able to justify hiking your premiums every year?
Easy because they do that now. You could build the safest, most storm proof structure and the insurance is under no obligation to reduce your rate. So why spend extra money on a super structure that you'll never recoup and still pay the same insurance premiums to cover that structure? Matter of fact they would probably up your rate since the cost to repair or replace that super structure cost a lot more. But thats provided the insurance would even write you a policy. If everyone started to built brick-sheet houses they would assume there was a known reason and probably leave the area like they've done in a number of hurricane prone states.