I have travelled a fair bit in the US myself, mikey on business and for pleasure, and can honestly say I have never paid any particular attention to the flimsiness or otherwise of their buildings.
All I will say is that they presumably have State or Federal building codes that houses and public buildings must conform to, and given OKs location, I would have thought it a reasonable assumption that they would have given some thought to the possible effect of a Tornado.
That primary school for instance looked pretty robustly built to me, but ended up like so much matchwood - ditto for the hospital.
It is really difficult to get a true sense of the sheer power of a tornado unless you have experienced one directly. I was unfortunate enough to have caught the waning force of one in the Caribbean some years ago - and that was frightening and destructive enough...