The engineering challenges aren't equivalent. There is no practical engineering that will allow a building to survive an extreme tornado event unless you want to build everything as an underground bunker. We are literally talking serious nuclear weapon energy equivalents, delivered in the way tornados deliver it. That they erase towns is not a surprise.
However, these events are relatively rare and, unlike a M8+ earthquake, the effects are extremely localized. For example, if there was another New Madrid fault zone event at the same scale as happened in the 19th century, which happened in the same region, the damage would dwarf extreme tornado events.
We know how to build practical buildings that can survive severe seismic events, within limits. We do not know how to build practical ordinary buildings that can survive an EF5 tornado, same way we don't know how to survive a direct nuclear strike. Those weather systems are a serious force of nature.
However, these events are relatively rare and, unlike a M8+ earthquake, the effects are extremely localized. For example, if there was another New Madrid fault zone event at the same scale as happened in the 19th century, which happened in the same region, the damage would dwarf extreme tornado events.
We know how to build practical buildings that can survive severe seismic events, within limits. We do not know how to build practical ordinary buildings that can survive an EF5 tornado, same way we don't know how to survive a direct nuclear strike. Those weather systems are a serious force of nature.