Comment by daveguy
Also, the list of tornadoes the GP refers to in Europe are mostly F0-F2 severity. These don't often cause high fatalities and injuries in the US either (on par with what's reported there). The problem is that tornadoes in the US Midwest and Southeast are often in the F3-F5 range, which are much deadlier. An F3 tornado includes winds to 165 mph, which is considered a category 5 in the hurricane scale. They don't last nearly as long, but high intensity tornadoes can cause catastrophic damage in seconds where they hit directly, unless the shelter is literally underground.
The quantity of energy in an F5 tornado is literally on the same scale as a nuclear weapon, albeit delivered more slowly. Given that context, their ability erase towns should not be that surprising. You can't engineer a practical structure capable of withstanding those kinds of forces.