I hate to see yet another stage roof collapse but it sounds at least that the producers of the Back to the Bricks Festival near Flint, Michigan show handled it correctly yesterday. They got warning of an approaching severe storm, they cancelled the show, got the audience out, and then later the stage roof blew down and apparently no one was hurt. This is the way it's supposed to work.
There are always weather conditions that can cause any structure to collapse (tornadoes can scrub well built buildings down the foundation), so as I've written here so many times what's really important is that organizers are watching conditions and ready to put in an action plan.
Screen shot from this very short video clip.