In reality, it's not architecturally unusual. This was the case in Pompeii:
This was in Capua (Spartacus fought at this location):
There were two of these Greek theaters facing each other:
Croatia:
The Colosseum was a remarkable feat of engineering. It was massive, tall, and hollow.
Beneath the Colosseum was a complex of rooms, elevators and workshops, hermetically sealed to allow for small naval battles:
Statues of gods and emperors were displayed in arches on the outside. Merchants selling their wares occupied the spaces beneath the seating (the food was free).
It was simply a matter of existing construction techniques that had been scaled up to 11. It was by no means new.