Neither your photograph or location of the Brooklyn Bridge anchorage is correct. Your photo is of the staircase to the walkway (correct address for that), but the anchorage is further down Cadman Plaza West (not East) facing Old Fulton St. at Hicks St. Further, my memory of the anchorages (I saw several art exhibits there in the 90's) are that they are not Gothic in design, though they are Romanesque (barrel-vaulted ceilings, not pointed-arch).
Secrets of classic NYC: Brooklyn Bridge
Mon Nov 21 2011
Photograph: Lauren Foy
The iconic East River crossing is supported by giant anchorages, which are the massive stone and concrete structures underneath the entrance ramp on either side of the bridge. "John Roebling, the engineer, envisioned that they would double as shopping arcades. He gave the inside [of each] the same Gothic design as the towers, with beautiful 50-foot-high cathedral ceilings," says Julie Golia, the public historian of Brooklyn Historical Society. "But that plan fell through, and for most of history they've been municipal storage." Creative Time staged art exhibits and performances in the edifice on the Brooklyn side of the bridge until 2001, when it was closed for security reasons. Cadman Plaza East near Prospect St, Dumbo, Brooklyn (nyc.gov)