In the twin tower attacks of September 2001, glass and parts of the steel structure were blown away while many could actually see paper floating around.
This boils down to simple physics.
Glass and Steel are fare more stronger than paper itself, however, they are also less flexible. This means, it is more difficult for them to sustain shock and hard force for a long period of time.
Simply compare the difference between dropping a glass to the floor vs dropping a paper to the floor.
Also, since paper can be lighter, it is easy for it to bend and be blown away by force.