I suspect another factor may be observation. The US has a pretty sturdy meteorological network to detect tornado signatures on radar, and it’s densely populated enough that they are noticed when they happen.
Other countries/areas may not have the same so they could be less likely to be noticed or recorded.
Tornadoes also form in other parts of the world. Copied from Wikipedia, they are also common in Europe, South Africa, Philippines, Bangladesh, parts of Argentina, Uruguay, and southern and southeastern Brazil, northern Mexico, New Zealand, and far eastern Asia. I believe tornadoes are more common in the US cause of the flat ground and the Jet Stream/Gulf of Mexico, both of which allow for a lot of tornado activity.
It’s the combo of these things:
1 – North America has mountains on the west edge and (lesser) mountains on the east edge. The middle between them is a wide flatter area.
2 – North America is kind of triangular shaped – wide in the north and skinny in the south.
2 – Air from the west (from the great plains) is dry.
3 – Air from the gulf of Mexico is humid and hot.
Because of #1 and #2, the prevailing wind patterns bring #3 and #4 meet in the middle of the continent. The ocean air drives northward into the interior and the dry plains air drives eastward into the interior. Where they tend to meet is where tornado alley is, as the two air masses meeting is what creates the massive thunderstorm lines that spawn funnels.
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