I would've thought so, too, but it was far removed enough from the world so that no one could interfere with it. In any case, Yu Yevon also has the power of approval; he can reset the dreams as he wishes, just in case something goes horribly wrong. However, he would still have to notice that anything was wrong. For example, Jecht swam out far enough into the sea to come across Sin by accident that first time. Auron and Jecht more or less assaulted DZ in order to bring out Tidus in the second case.
Let's not forget that in-game mechanics are not the same as literary license. Spira's map does not show it as being a sphere, even though we see that it is part of a planetary system.