Seeing as you're not from the US (you may have a better perspective), is the rest of the world fascinated by places like Tornado Alley?
There are weather enthusiasts in pretty much every country I suppose. Tornado Alley is quite well-known in the Netherlands, Discovery's 'Storm Chasers' aired in the Netherlands, and the movie 'Twister' was a childhood fixture for many people now in their late 20s / early 30s.
There are storm chasers in the Netherlands, some of whom are not hesitant to travel over 400 miles away to see storms. The problem in the Netherlands is that storms are often fast-moving and hard to keep up with, and while the road network is dense, so is the system of rivers and canals, posing travel barriers. The road network is also more organic and less predictable as it is on the High Plains. And the high population density often creates congestion. Plus there are many more trees and there are generally fewer places where you can pull over, as most roads in Europe do not have paved shoulders except for freeways.
The Great Plains are ideal for storm chasing, not just because most tornadoes form there, but also due to the consistent road network (grid), low population / traffic density, flatness and lack of trees. These conditions are much more unfavorable in much of Europe.
I've seen F4 tornado damage in Europe. In 2008, there was a tornado outbreak that produced an F4 tornado in the town of Hautmont in northern France. I drove through there a couple of days later on my way to Spain. There were houses with the top floors blown off. I suppose the brick rowhouses are bit more sturdy to avoid being swept off their foundations as you can see with violent EF4/5 tornadoes in the U.S.