It sounds to me as if the building wasn't completely empty, but that's pretty much what they did, possibly for the very reason you've proposed. It's not an uncommon practice at all; there are many properties not owned by any of the studios in a given area which are regularly leased/rented by them as shooting sets/locations, just as there are are businesses which specialize in providing furniture, fixtures, vehicles and other items to dress up these sets as whatever a particular production requires them to be.Maybe they needed a area large enough for main engineering and didn't have the space open at the studio. What if they rented a large empty industrial building, and built the set there?