That's a lie. Steel columns fail in buckling, and break after a certain amount of plastic deformation. If the mass falling on them has enough kinetic energy to fracture them, it will continue falling. The destruction continues. Your statement is equivalent to a statement that it is impossible to collapse an elastic structure under any circumstances. That is only true of a structure with an infinite elastic limit, and such a structure doesn't occur in nature.
Dave
Hm, if a mass falling on a column has enough kinetic energy to fracture it, it will evidently continue falling ... but not on the column! The column is already broken ... only in one place though. The mass then falls beside the column. It cannot fall on the column again.
This goes for all structures consisting of columns and beams. Most of the structure is simply air between the columns and beams and it is there the falling mass drops.
But what is this falling mass? Aha, it is another structure of columns and beams mostly full of air. It is not very strong, actually, so it also gets damaged ... and the final result is that columns and beams get entangled into one another and destruction is arrested. Happens every time. Easy to confirm with model in any scale.