From about the 2:10 I forgot that it was even a shopping center and realized this place is very much like the old bazaars where there were residential areas and an entire community within the arcade of the network of tunnels that pretty had everything one could want, including luxury and contraband.
When I saw the homes and even an artificial sky later in the video, I immediately began to imagine what actual underground shelters and cities could look like and even space habitats following this same model. The ceilings representing the sky could be a bit taller with better projection and more powerful bulbs in the spectrums for humans and plants minus the infrared and ultraviolet. There could even be entire park or small forest areas where the ceiling is a bit taller. Consider a rotating space habitat (o'neill cylinder) but instead of an open vast area, one could have concentric rings of cylinders nested within one another very much looking like that Tehran mall on the inside and one really wouldn't even know they are in one, except for more pronounced coriolis effects. Upper levels of such a rotating habitat could house food production and various facilities needed to sustain the population. Or one could even house people in the inner layers depending on much the gravity diminishes and what people can handle.
Either way, this setup would work just as well for an underground military base attached to a underground missile facility or air base or even navy as much as it would apply to a space habitat.