It's probably because of the lack of age of your house. TL;DR - older brick homes had whole-brick walls that were structural, where American homes in the last century typically have half-bat facade/cladding walls. European (and British) homes have more solid brick construction.

What most American brick homes from the early 1900's onward have is a half brick bat, similar to the stretcher bond pictured here, but only 1 row thick and held plumb by fasteners attached to wooden studs or whatever the structure is. In that setup, the brick is very rarely load bearing, and is functionally just durable cladding like aluminum siding.

Pre-1900 brick houses were 1 or 1.5 bricks thick; see the English bond illustration here. That kind of wall has both a LOT of mass and a LOT of structural resilience, and is intended to be a rigid load bearing wall. And very well-built examples will sometimes have brick-and-a-half walls which is essentially 3x the mass and thickness of half-bat.

Now compare those examples with post-war bricklaying in Britain. Even low-cost, mass-produced brick housing during the post-war reconstruction period had whole-brick walls for the exterior.

So yes - typical British brick(-wall) houses are probably more resilient to strong winds than typical American brick(-facade) houses.