Fate rolls and mechanisms are not about what happens. They are about who gets the right to tell what happens. If you win a fate roll, you get to tell what happens. If you fail, your opponent gets that opportunitiy.
Aspects somewhat constrain that ability by defining established "truths" about the world. The story you tell must not contradict existing aspects. And you must act within your jurisdiction, which is your character if you are a player, and everything but the player characters if you are the GM.
The only exception is when someone is taken out. The taken-out character's player temporarily loses the jurisdiction over that character, and the player doing the taking out gains it. Temporarily.
So unless you take someone out, you cannot say if they fall or not from the said rooftops.
When you do take them out, you get to tell what happens to them. In a way that makes sense within the aspects at hand, including the related zone aspects. The top of a skyscraper gives you the excuse to splatter them on the pavement. The slippery second story rooftop is still good for giving them a broken neck but if you like, it is also good for a few broken bones or being knocked cold.
And this has nothing to do with stress. Stress is not damage or harm of any kind. Stress is just a progress bar that leads to being taken out. Until that moment, it is just that the attempt is in progress but not successful yet.
So, no: Falling from a rooftop does not give you stress at all. It probably injures or kills you. Those are not stress.
About consequences. Only the player of the character can choose to take a consequence. Consequences cannot be assigned as the result of events. They are a more persistent form of stress where the player chooses to take a persistent negative aspect to mitigate an attack, in order to prevent being taken out.