Answer: The explanation for both cases are optical illusion.
Step-by-step explanation: When we are nearby the city, looking to the Moon thrue the buildings and skyscrapers, we think that she's smaller than if we're looking near the horizon. The buildings and the skycrapers are points of references in this perceptual illusions, serving as a comparisson.
The same happens when we look the Gateway Arch in St. Louis thrue other points of comparissons (like buildings or other architectural constructions) that made the Gateway Arch looks bigger than really is.
The physicists believe that the relation establish above, involving the perceptual illusions of the sizes of the Moon and the Gateway Arch in St. Louis nearby something or near the horizon depends literally on reference you're using.
It's important to say that nearby the horizon we don't have much references to compare the size of things, so, there, we think the Moon or the Sun, for example, are bigger than when we're near cities.