Literally, when you said “La piscine n’était pas chauffée”, you talk about the building itself. You can eventually specify that you’re talking about the water, but it’s understandable when you said “La piscine n’était pas chauffée”, that you’re talking about the water

When hearing “La piscine n’était pas chauffée“, I understand it to mean the pool water wasn’t heated, not the building, but that shouldn’t really make a difference anyway.

The reason why is indoor pools are themselves gigantic radiators so the building enclosing them rarely if ever requires any additional heating equipment.