This has been on the unanswered list for a long time, I remember racking my brains out when you first asked this trying to find as much as I could.
I get the same image as you on both of my Hg/Ss game.
I think that either may be a Bulbapedia error, or that the message we get is the description. I can't find anywhere online that gives a description of the Pokeathlon, not even my HgSs guidebook.
I hope this is satisfactory-- basically, I can't find any evidence that it actually exists.
It occurred to me that you could also be talking about this message, that is displayed on Bulbapedia:
"The Pokéathlon Dome
The Place for True Pokéathletes!"
... I'm pretty sure that's the signboard outside of the building lol, if that's what you were talking about, it's the sign right outside the building.
Hope this helped!