The steel did fail in the Madrid Windsor Tower.

The steel columns above the 17th floor suffered complete collapse, partially coming to rest on the upper technical floor. You can see in the picture on the left that what remains in the background are the concrete floors, in the foreground the steel section has collapsed. The steel floors have collapsed, concrete was all that was left on the upper floors.

The Madrid Windsor Tower fire shows that steel columns will collapse in a fire. It is the concrete section that was more fire-resistant. The excellent passive fire resistance of the tower's concrete columns and core prevented total building collapse but the steel colums did collapse.

An important point is that the design of the Madrid Windsor Tower was entirely different to that of the WTC.

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