The giant translucent fishbowl-looking thing surrounding the whole building is the containment field the Reality Patrol put up, which Agent Sojac learned about when she reached her colleague on the radio back on page 4.

The containment field is there to keep the extradimensional tentacle-beastie from leaking out into the rest of the city. They're still going to have to figure out how to send all those tentacles back to whatever nightmare universe they're reaching in from, though. Figuring out that sort of thing is usually Agent Bly's job, so it's a good thing Agent Sojac managed to get Agent Bly out of there.