As a European, it baffles me that a nation with about 1k tornadoes a year [0] still build houses with wood and glue. How is it better to rebuild every time instead of spending the right amount of money the first time?

It would be like Japan not building earthquake-resistant houses because "it's too expensive".

[0] https://www.iii.org/fact-statistic/facts-statistics-tornadoe...

There is also some kind of tornado-proofing technique for roof construction. When a tornado comes by there's a sudden pressure drop, and a typical roof cannot handle it and comes apart.