Do tornadoes usually avoid areas with many tall buildings?
It is especially rare to see a tornado destroying a series of skyscrapers.


Yes, it's rare, but not for the reasons you think. The reason that tornados striking downtown areas is rare is that cities are but a tiny fraction of the land area in places where tornados most often occur, and downtown areas are but a tiny fraction of the land area in those cities.

That said, downtown St. Louis, Missouri (the center of tornado alley) has been hit by tornados six times, and downtown Shrevesport, Louisiana (the center of Dixie alley), five times. The list of tornados that have hit the downtown areas of large cities goes on and on and on.