It's a Folly:

In architecture, a folly is a building constructed primarily for decoration, but suggesting through its appearance some other purpose, or appearing to be so extravagant that it transcends the range of garden ornaments usually associated with the class of buildings to which it belongs.

Examples:

http://twistedsifter.com/2012/10/follies-extravagant-buildings-that-serve-no-purpose/

The point of the puzzles was never to be difficult, but rather that there was someone sufficiently rich who thought it might be sorta cool.

It's a Folly:

In architecture, a folly is a building constructed primarily for decoration, but suggesting through its appearance some other purpose, or appearing to be so extravagant that it transcends the range of garden ornaments usually associated with the class of buildings to which it belongs.

Examples:

10 Extravagant Buildings That Serve No Purpose

The point of the puzzles was never to be difficult, but rather that there was someone sufficiently rich who thought it might be sorta cool.