I don't think that Lego buildings would be that unstable.
If it was really to happen, bear in mind that it's not going to consist of walls that are just 2 studs thick.
Iagine your regular foot thick walls for interiors, and larger 3 foot thick exterior walls.
And then think of what the walls would be made of.
Overlapping Lego blocks in a criss-crossing design. With enough bricks stuck together and providing support due to overlapping, then it could easily be quite resistant to quite a lot of natural pressure.
A wrecking ball or sledgehammer would probably get through, but I think it would survive some considerable windspeeds.
The plastic is also resistant to water, although Lego isn't water-tight so there's a good chance that water could seep through tiny gaps.
In the winter, that would likely cause problems when ice forms. That could quite possibly cause water within the walls to freeze and expand, breaking the bricks or entire wall.
For the same reasons, plumbing (if also Lego) could also be difficult if water can't be transported very well.
A big problem also arises when you consider thievery.
Unless Lego Houses are glued/cemented together, it would be very easy for people to physically steal parts of your home.
You could climb to the top of a house and simply pull off the top-most bricks.
Which would mean someone could expose your house to flooding or whatnot, or simply steal your walls/roof, or break in quite easily.
I'm also not sure at what temperature Lego bricks melt, but I wouldn't imagine it to be unbelievably high.
Which could mean you'd have a lot of difficulty in cooking, if fires could cause the place to melt.
Not only would that result in ruining your walls and whatnot, but being plastic, it would release Carbon Monoxide, which is deadly.
In most house-fires today Carbon Monoxide can build up quite quickly, but in a house-fire in a Lego house, it would be very rapid.
And I suppose also of note is how difficult it would be to clean.
Dirt getting trapped within studs or in the tiny gaps between smooth-plate bricks would be quite difficult to clean using conventional means.
Steam cleaning would probably be effective, but steam-cleaners aren't always very maneuverable so that raises it's own difficulties in cleaning some areas.
And with a difficulty to clean comes a rise in disease, as things like E. Coli spread other such bacteria.