It really depends on context.

• In a standard American wood-framed house? They're flexible and won't collapse. Get under a table.

• In an unreinforced brick building? Get out now, and don't stop to think about it.

• In a downtown area with lots of skyscrapers? They're probably engineered to survive an earthquake. Avoid being in the center of a large room (large spans of unsupported ceilings are liable to cave in), but don't go outside until the shaking stops or at least subsides. Panes of broken glass falling 20 stories onto your head when you're on the sidewalk will hurt worse than some falling ceiling tiles.

Government advice usually has to cater to the lowest common denominator, because the public will not and cannot understand nuance. There is also a need to avoid tragedy of the commons (this is why running from tornadoes is not advised, because if everyone tried to flee, it'd clog the roads and people would drive erratically while fleeing, creating even more victims).

No, you don't want to evacuate the building, you're less likely to be injured if you stay where you are and protect yourself from flying objects.