I use my pyramid as my main winter skiing tent, above treeline, in high winds, and have never had any issues with it. In my opinion, a pyramid is the best snow tent.
The security of a pyramid tent in really high winds relies on having adequate snow cover
If the snow is deep enough, you can bury the bottom edge of the tent in the snow, and the wind won't get under the edge and into the tent.
It's definitely true that you need to stake it out well. I typically use skis on all four corners.
The only limitation on a pyramid is that you need to make sure you have a relatively large space to pitch the tent. In order for it to work well, you need to be able to stretch it out. Because of this, pyramids work much better as skiing or climbing base camp tents, as opposed to "on route" climbing tents.