The order understand the value of being able to use tall buildings for their offices because they like to be able to go out to the top building and stare at the sky during their breaks from work. They are constantly feeling homesick and the only way that they can handle having to be on planet Earth for such a long time is to go out and look at the sky. This reminds them that their home is out there and this is just a temporary workplace that they are visiting.
The tallest buildings in the world are usually the ones that have the largest amount of powerful people who either work for the order or are part of the order themselves. You need to remember that the order look just like regular human beings, but they are not the same species as the regular humans that populate the Earth.