I think if the pool is on top of a high rise building, the sky would seem close. To support this idea is the existence of fences surrounding the pool, probably to prevent people from falling.
Actually, most outdoor pools, particularly at schools, have fences around them to stop people falling into the pool
. The one at my old school was just at the back of the sports fields, without the fence someone eventually would have run backwards without looking to catch a ball or something and ended up getting wet.
I also figured it was on top of a building, but given the angle to the horizontal that the picture's framed at, you should be able to see some
ground through the fence even if it's on top of a tall building, unless that building is really really
tall, and doesn't have any other tall buildings remotely nearby. Which seems pretty unlikely. As it is, it looks like the building is so high up it actually pokes through the clouds and the reason you can't see the ground is because there are clouds in the way. Which implies it's much taller than your average skyscraper.
Regardless, though, since the point has been brought up: personally, I reject this notion that it's perfectly fine to have inaccuracies just because it's art and not a photograph. If they're actually intentional, then fine - but it's a bit of an odd thing to be intentional. A lot of people will look at the image for a bit, notice the 'wrong' thing and it'll bug them whenever they look at the image, whereas it seems more likely they're supposed to be thinking "Ah, cute girl in a swimming costume!". If we excuse the artist any problems he might have missed just because he's good at rendering, then we deny him the opportunity to learn from his mistakes.