Yes, Curt did blow up the building, but according to the Joey Richter diagram the building was a missile silo. Its a long (like 175ft deep) narrow cylinder with a spiral staircase winding up along the wall, located almost entirely underground like this:
And the charges they set were in the lab at the very bottom of the silo:
So my assumption is that they return to the wreckage of the silo (where Owen fell and where the explosion happened). Because the silo is underground, the silo walls may be mostly intact despite the explosion, because they're reinforced by the ground around them
I'm guessing the staircase scene happens right where Owen fell, at the top of the silo where the winding staircase is still intact (probably bolted to the wall itself). The partially-closed safety barricades also may have prevented the explosion from damaging the upper part of the staircase. I imagine that if they kept going lower down into the silo, closer to the lab, the stairs would be damaged or twisted off of the wall because of the force of the explosion
So I guess it would be more accurate to say that they return to the ruins of the russian weapons facility we see in a1p1