Bangladesh can get some pretty violent tornadoes.. studies have been ongoing with how they form in that part of the world.. the chief reason.. dry air coming off the Himalaya's clashing with the tropical air from the Indian Ocean. Death tolls can be high due to lack of sufficient warnings and as you said, shoddy building construction.
Edit: Here is an excellent link on tornadoes in Bangladesh:
http://www.bangladeshtornadoes.org/climo/btorcli0.htm