The photons and electromagnetic signals aren't physically attached to the building or clocks when they are released. Everything isn't moving upwards together at all times.
I'm not sure that you fully understand how so-called atomic clocks work Tom. There are no photons involved at all.
An atomic clock uses the resonance frequencies of atoms as its resonator. According to Encyclopedia Britannica, the
resonator is "regulated by the frequency of the microwave electromagnetic radiation emitted or absorbed by the quantum
transition (energy change) of an atom or molecule." The advantage of this approach is that atoms resonate at extremely
consistent frequencies.
If you take any atom of cesium (for example) and get it to resonate, it will resonate at exactly the same frequency as
any other atom of cesium. Cesium-133 oscillates at precisely 9,192,631,770 cycles per second.
And this is why each of the ground floor and the top floor clocks of our skyscraper are keeping different times—around
4ns (nanoseconds) for a 2,000 foot building. The difference is explained by Einstein's theory of relativity, which established
that time is connected to the strength of gravity at the point where it's measured. This phenomenon affects the relative
motion of electrons orbiting the nucleus of an atom.
—I'm not sure what you mean by "Everything isn't moving upwards together at all times". Could you elaborate please?