Not all the concrete was pulverized, this is obvious from the images of the site.
Explosive residue is by definition material that would survive the explosion process itself, which is considerably hotter the jet fuel fire. The fire does not make it undectable or all such tests would be useless.
There are a number of reasons for testing for explosive residue. For instance, could the terrorists have placed a cache of explosives in the building, to be detonated simultaneously with the air attack? Were they carrying explosives aboard the airplanes? Keep in mind that Muslim terrorists actually did use explosives against the WTC in 1993. Additionally, after so many years of dealing with the conspiracy industry, the authorities would realize immediately that these accusations would be made and they would take the appropriate measures. Beyond all that, it is simply routine to test for explosives any time there is a fatal fire, especially if a structural collapse is involved.