"Why DO We Build Houses Out of Wood?"
http://savvycontractor.blogspot.co.uk/2011/05/why-do-we-build-houses-out-of-wood.html
I have looked a bit further, but the site above has all the available answers.
There may be two others points to consider:-
1-per capita we in the UK are more prone to tornadoes
2-Strong winds do as much, if not more, damage from the inside, and once a brick wall is cracked or twisted it is still goodbye house.