The only reason the cars survived is because they weren't hit.
An EF-3 will do this to them when they are, and the remains are usually found some distance from where they were struck:
As for the building not being up to code / should have been built better, etc., it's simply a money vs. chance thing.
A given square meter of ground in the hottest of the USA's hot zones for tornadoes will be passed over by a tornado only once every 10,000 years. In addition, no above-ground structure in the world short of a deeply-set, reinforced concrete blockhouse sort of thing could be made "tornado proof". Hell, an EF-5 is capable of tearing asphalt highways from the roadbed, and uprooting mature hardwood trees and tossing them hundreds of yards.
In short, the cost / benefit analysis she no work.