St. Louis was hit by several tornadoes that hopped and jumped across the city this spring, including hitting the airport pretty heavily, although I don't remember reports of them hitting the downtown area.
I think the reason trailer parks are considered tornado magnets is that the trailer parks are affected worse by the tornadoes than other areas.
A tornado that will take a few shingles off of ordinary houses will turn a trailer park upside down.
A tornado that will flatten a few frame houses will toss trailer houses around like foam popcorn packing in front of a fan.
What do you think the media likes more? Photos of a trailer park wiped out, or a few citizens concerned about replacing scattered roofing shingles?
Skyscrapers are designed to withstand 100+ MPH winds.
The "Twin Towers" took the impact of a Boeing 747 jumbo-jet crashing into them. They were only brought down by the fire resulting from the jets carrying full fuel tanks at the time of the collision. Consider what a trailer park would have looked like with a 747 plowing through it.
It is possible that the tall buildings would help dissipate a tornado that has formed a bit faster. However, keep in mind that the downtown areas also cover much less land than the suburbs, or the rural areas around cities.