Most roller coasters are just empty space. Turns can only be so tight, launch areas and brake zones have minimum lengths, etc. You typically don't notice the actual volume a coster takes up as the majority of them are not covered.
For instance, if the
Maverick at Cedar Point with a track length of 4462' were to be covered by a building, it would take a building with a footprint of nearly 700'x700' that was over 14-15 stories tall.
By comparison, the building housing the coaster portion of Cosmic rewind with a reported track length of 5000' is only around 220'x320' and a height of 14 stories +/-. The pictures we have so far show an incredibly tight track layout with very little wasted space.
I say, count your blessings that the building is not bigger.