>>39164062I thought that too, but if you look at the map version you can clearly see between the pillars is blue and there's a white cloud coming off the rightmost blue patch, implying it's steam. Looking at the in game shot we got of it, you can see the structure is deep and open (check the ceiling of it behind the front pillars).
The location on the map apparently matches up with Bath, England, which is famous for it's roman baths.
