Inverted Undersea Pyramid

Deep in the sea in Thonis place
Where the mermaids swim and fish they chase
With a splish spash spishing slash
Glide down the pyramid and don't crash!

— Song of Thonisaian children

  The Thonisains' Earth ancestors were Egyptains who were forcibly evolved into mermaids when they were sent to Realm-R and tasked to guard the dragon prisoner Apep. As their home of Thonis-Heracleion had already started to flood before they arrived in Realm-R, they weren't too surprised that they were to live in the ocean. In fact, many praised their Divine Being for starting to prepare them while still on Earth.
  The first Thonisians who came to Realm-R still wanted to bring in their familiar architechture. However, the seabed wasn't very flat, and the Thonisians thought that their housing may have to be a little different. Both for the new 'ground' they were to live on, as well as their own changed biology and related needs.
  So, they decided to first build a pyramid. But inverted. Instead of building a pyramid from the ground up to a smaller point, they started with a large square on the seabed and dug down to a small point. As they felt pride at having been chosen for a 'godlike' purpose (and being changed to reflect this) they created a size larger than any pyramid on Earth. Large enough to be a small city. So, yes, a pyramid that could house a city was dug intp the seabed.
  As the sides tapered down to their finishing point, layers were created. Into these layers were doors, and houses were further dug into the seabed and rocky ground below. Thus, there whole city was initially considered one big building that sheltered them all from the ocean currents.