Of course Europe receives very few hurricanes because they typically move from east to west from the intertropical convergence zones and Europe has no east coast exposed to an ITCZ. Some parts of Europe (such as Britain) receive many tornado strikes but ones with the intensity of those in America are rare. The USA is the only country that receives several F5 strikes per year, and the British tornado scale starts classification of cyclones at much lower wind speed, were we'd just describe it as an 'F0' or not even classify it as a tornado.
An F2 on our scale (T4 on theirs) struck Birmingham in 2006 and caused forty million pounds of damage to many brick buildings: http://en.wikipedia.org/wiki/Birmingham_Tornado_%28UK%29
Brick is actually a poor material to use against high wind loads because has little tensile strength. When high loads are applied to a brick wall, the two ends of it are supported by the adjoining walls, which cause bending stress on the wall, and tension on the interior of the wall between supports. The wall then buckles inward.
The only truly suitable building materials are ones with high tensile strength: steel, reinforced concrete, and core-reinforced cinderblock. Practically speaking, the odds of any one building in the midwest getting hit by a tornado are very small and so people understandably don't want to live in a concrete bunker on the very slim chance that they get hit. Florida, however, does seem to have a great deal of concrete and masonry construction, even in homes. Although it's worth keeping in mind that the majority of the damage from a hurricane comes from flooding rather than wind.
I'm to understand that very few tropical cyclones reach inland Europe; if you're European, I doubt that you understand what it's like. Why don't you spend a few years living in coastal Florida, and see how your snark holds up after surviving a few of these storms?
I can also anecdotally verify that New York City is not built from paper, but I doubt a more scientific study is required to back up my experience.
(The tone of your post is also not in the spirit of Hacker News and its Guidelines.)
Funny - I was thinking about my service in Okinawa, years ago. You know how in Karate Kid 2 they had paper houses because 'Japan'? Not so much.
Homes in Okinawa are built of cinderblocks and concrete with flat roofs because they get typhoons on a regular basis. So regular that 'typhoons' are how they replenish their water supply.
I suspect that one reason more homes in the US are not built like hurricane bunkers is that for any given locale in 'hurricane' range the odds of having an actual hurricane blow over are not 'will happen' but 'may happen'.
Think of it this way: every single home in the US within X miles of the coast from Maine to Texas would have to be 'hurricane' proof. That's a lot of construction.
In fact, there aren't a lot of paper homes in the United States (There are none.) Most Americans prefer brick homes but they're relatively expensive and don't really protect you from the worst of hurricanes. They also don't protect your power supply so that fridge full of food better not be perishable.