mmmh, this is somehow related to blame world layout and dyson sphere matters.
if the blame world was a dyson sphere, where would all gravity come from to keep everything to the ground?
oh, wait something just came to my mind...
the gravity comes from rotation of the dyson sphere, thus killy moves towards the center of the sphere by climbing "up". so it makes sense, that he finds water after climbing up, because he's quite near the center of the sphere, in other words: near earth.
what do you think?

In fact, this is a good point. Considering the incredible number of levels of the City, especially if we accept that this thing is extended from Earth up to (at least) Jupiter, the internal mass will be enormous, must likely higher than the Sun itself. Now the gravity field should increase with the distance from the sun (assuming that the megastructures totally encircle the Sun, and especially assuming I'm remembering correctly the book of physics). On the other side, the centrifugal force should be higher on the external shells, but I wonder if it can balance the gravity.

This would be nice as a problem for a school test!

Gravity comes from mass, therefore the problem is not how you get gravity, the problem is how do you keep the whole thing from colliding with the Sun. Answer: somehow balancing mass and distance of the megastructure so the pull isn't strong enough. Or, somehow getting the megastructure to envelop the sun instead.
One problem that is more difficult to solve that also derives from gravity is that with the increased mass of the planet the gravitational pull on objects within it or on its surface would increase, so living creatures have to somehow evolve to a state where they can tolerate such increase in the long term.
Also, my opinion is that "up" in BLAME! terms is not towards the Earth, but the other way around. I feel that way because supposedly the concentration of humans is higher as you go "down", so I think it's reasonable to assume that all the humans didn't move closer to the atmosphere but, instead, stayed closer to what they knew, i.e. Earth.

My guess is that entire City has artificial gravity system - like Gravity Furnance in Toha Heavy Industries. If City goes from Earth to orbit of Jupiter there is too much space between that can be any planetary gravity influence. So there must be atrificial system that makes Citys own gravity independent on planets gravity or there could be no way that structure could be even near the planet - or it would be shreaded by its gravity...

Well, but then again we are talking about gravity and how it can be at least a littlebit realistic....and now consider what's in front of our eyes all the time: Killy's gun - a Gravitational Beam Emitter (is that what you call in in English?) - a gun, the size of a small handgun that can generate a beam of gravitational energy - and it doesn't even need ammo or fuel or whatever....