From atop the escalators, the setup seems to work perfectly in that by the time the hedge maze reaches the tent, you're going to be inside the hotel. By the time you leave the hotel and get back into the hedge maze, you're back outside. When you look up in the hedge section, you may barely see the top of the upper lot from the last part of it, but the ambiance will still hold up because you're literally outside. I think that works perfectly with the setup of the venue and might be why Murdy and Chris chose the Mummy venue for the location.
If anything, I would argue that a ceiling would ruin the effect and make it look like a room instead of a hedge maze. Now, if you could make the entire maze in a black tent, it would still work, but being literaly outside in those portions makes it feel much more natural.