Far from this verse indicating the notion that God is judging Oklahoma (which is what some have come to expect to hear from spokespeople for conservative Christian viewpoints), in context the verse is part of a book that depicts disasters as coming upon Job not because he in any way deserves punishment, and for reasons which he never learns.
But that doesn’t get at the heart of the issue, which is what religious believers ought to think about natural disasters (even that term suggests one particular way of thinking about them). David Hayward offered the cartoon below, indicating (again, in accordance with the message of the Book of Job) that human attempts to offer explanation for tragedy are simply more tragedies.
I’d like to suggest that being thankful is absolutely appropriate, whether one is a Christian or an atheist, but being thankful in a manner that suggests that God saved you, while causing or allowing others to die, is not something beautiful but something reprehensible. It is not only sinners or people of some particular religious persuasion who survive disasters, and it is not only the righteous or people of some particular religious persuasion who survive. To suggest otherwise is to turn God into a monster.
So be consistent. Many people reject the attempt to blame people or God for tragedy. But by thanking God for those who survive, you are doing the exact same thing. And so if you think that saying God wanted to kill young children and chose to do so with a tornado is abhorrent blasphemy, then don’t say “thank God for sparing those other people.” It amounts to the same thing.