Most superhero worlds have some sort of magic, many have more than one. Assuming this world is the same, there are two different, possible, magical reasons that Fort Knox needs to stay where it is.
High Magic required
Fort Knox sits on the second largest ley line nexus in North America, eclipsed only by a nexus centered over a small island in Lake Michigan (not suitable for a large fort). Fort Knox needs the nexus to power all of its magical defenses. In addition to the thick walls, cameras, guards, et cetera, the Fort also has various guards, wards, and seals. They not only protect it from various types of magic, they also make the physical walls stronger and self-repairing.
That's why Doctor Gauss occasionally sweeps through and take the gold with his meta-magnetic powers. But Klepto-Chango cannot just teleport into the vault, fill her top hat with gold, and then pop back out. The spells prevent her from doing that.
Null Magic Zone
Rather than a high magic zone, the fort is built in a null magic zone. This actually serves two purposes. First, magical villains are severely weakened in and around the fort. But that, and the gold as well are just a front. The real reason Fort Knox exists is to store magic artifacts. The Ark of the Covenant, the Necronomicon, the Eye of Vecna, all are stored under the gold depository. They can't be destroyed, either because they are indestructible or because they are needed for certain specific incidents. So instead the government stores them. Because there is no magic in the area, the artifacts are dormant. And since everyone thinks the Fort is just for the gold, no-one considers that there might be something else there.