You don't build a house to be tornado-proof. You have a tornado shelter. You build it at ground level with sloped sides, or below ground.

Cargo ships have life boats, so do oil rigs. If you've got a warehouse with hundreds of people in an area with lots of tornadoes, you build tornado shelters sufficient to accommodate them.

Cost of doing business in an area where the only reason you were doing business was likely cheap labor and land.

Daddy Bezos has more than enough bucks to build a tornado shelter or two at his warehouses.