Ah okay, I might have this wrong but I think the rounded area above the tunnel entrance is a plaza (pedestrian area) rather than a building. It was fenced off the last time I visited though, so not 100% sure.  

I guess the overall situation is somewhat similar to that of a school or university campus? In those cases some common approaches are:

1. Draw an area that encompasses all the buildings, and put the top-level tags on the area (amenity=school, name, website, etc). This is simplest and best supported by consumers. 

2. Or, use a “site relation” to group the buildings together, putting the top-level tags on the relation. This may be needed if the campus has disconnected parts, and it’s not possible to simply draw a single area around the whole thing.

The art gallery buildings are located pretty close together, so the first area-based approach may work well here?

I’m not an expert on this sort of mapping though. It might be an interesting question to raise on https://community.openstreetmap.org or the “OpenStreetMap World” Discord server 🙂