why do they not build houses underground in tornado alley ?

it would not work

It's not practical or necessary. Of course you hear the stories about towns getting hit multiple times, but even if you were to sit in the county that has the highest frequency of tornadoes (somewhere in Oklahoma I believe) and don't move, the probability of being hit by a tornado is about every 200 years or so. Many people in tornado prone areas never see one their entire lives. Everywhere people live there is a chance of a natural disaster. You just have to be informed and prepared.

Because I don't want to live underground, for one thing, and for another, I've lived in Tulsa Oklahoma for 27 years and I've never known anyone who was harmed or had their house destroyed by a tornado. Most of us just get a few shingles blown off the roof, no big deal. What you're talking about is just unrealistic. It's like saying people in California should build houses in the sky because of earthquakes.

It is very rare for a tornado to hit a densely populated area. And you might note that Alabama is NOT part of tornado alley, yet they suffered the most death and damage this storm season.

Oklahoma has a problem with humidity and seepage in underground homes. Have known some who built them but they need to get someone who will guarantee them not to leak, and they should specialize in it, that's going to be expensive to do. I would love to have one that was guaranteed not to leak and wouldn't mildew. There are few homes with basements here in Oklahoma like the places up north that I've lived.

That takes away all the fun and unpredictability of living in Tornado Alley.

First of all, it would cost more to build them underground, and the US government doesn't give a crap about human lives when they have to spend extra money.

Also, think of how dark those houses would be. How would they get electricity, water, plumbing, etc. down to the house?

Thanks