Or, Cocoon had a transparent shell to begin with. I don't know - perhaps a fal'Cie was the shell (like a fal'Cie was the barrier protecting the Bodhum Vestige from the damages of nature on Cocoon, but also protecting Cocoon from Pulsian influences (prematurely?). At the end of Chapter 11, we do see the ship fly towards and through a greenish-hued ethereal looking shape with glowing eyes - speaking of it now, I'd say that was a fal'Cie and was the one in charge of the barrier between Cocoon and Pulse.
Hanging Edge and Lake Bresha were right on the edge of Cocoon. Speaking of all this, we never did get a really good map of Cocoon. We were given a flat cross-shaped one, but... Honestly, to understand how Cocoon works, I think we need a Cocoon-shaped map! I would even speculate if the fal'Cie allowed some of Gran Pulse's natural atmosphere into Cocoon, to help create the weather phenomena and life-giving necessities for every life there.
Heck, for that matter, maybe Orphan fed upon something Pulsian? I mean, if he sustained everything and everyone who claimed Cocoon as 'home' - where'd he get his power? (Which is another reason towards my belief that he (Bart/Minrva/Orphan combined) may be Lindzei, but I digress.) The first fal'Cie had an awful lot of power, enough to be considered equal in godliness to Buniberzei and Muin. Perhaps, if truly Lindzei, sustaining his own children is not a big deal? Okay, okay...
About that part in XIII-2 though... Lake Bresha had to be near the bottom of Cocoon.... So, I am guessing that such a vision of Pulse 'floating above' would not be unusual. Still, it's kind of confusing, because Cocoon is over Gran Pulse, somewhere. The only other confounding thing to this is that it is stated in Episode 0 that when you look up in the sky - you're not seeing stars, but other places on Cocoon. So... Now I guess they are saying you're seeing both Gran Pulse and Cocoon?
I am getting dizzy thinking about it! Maybe a nice long cutscene where Barthandelus explains how he designed Cocoon and the role of some of the other fal'Cie... ?!?!?!? I sure need it!
As for artificial weather - the only place that has a different weather system is in Sunleth Waterscape. Scientist there study the flora and fauna that call that place home (both the game and Episode 0 speaks of this.) Perhaps that scientist spent some time in Sunleth... ?!?!?! Even if created by fal'Cie - if one is born and raised in such an atmosphere, their weather would be considered natural; a place like Sunleth Waterscape, where you can 'talk' to the fal'Cie by touching a special orb-shaped power source, would be 'artificial.' This is the only thing I can think of that makes sense.
The statement of 'I wish we could still control the weather' - Again, I can only speculate. Maybe there was a time when there was more communication between humans and fal'Cie, or perhaps the fal'Cie in charge of Bresha's weather (if Sunleth Waterscape wasn't the only place ever in Cocoon's history to have such 'change the weather, please' abilities) somehow were killed...??? Or maybe Barthandelus reassigned them??? If I recall correctly, Lake Bresha was another tourist destination?
All we can do is speculate. I hope we'll be told, and not in the way that Toriyama (I think it was him) said that XIII told us about the relationship between Pulse and Lindzei and their descendant fal'Cie. I don't know about you guys, but I can only sum that relationship up as an episode of Home Improvement, where Tim and his younger brother (Dave, Allen? I forget) are in the backyard fighting, and Tim has the brother in a leg-headlock.
Lastly, speaking of digressing analogies: Anyone else feel that Lindzei/Barthandelus creating Cocoon is sort of like episode two of season one of Futurama, where their first shipment is to the moon and Fry wants to go to the theme-park. Bender seems to be left out of everything and he's like, "Oh, no room for Bender, eh? Fine! I'll create my own theme-park, with hookers and black-jack...!" Honestly, this is another thing I feel XIII is saying about Lindzei/Barthandelus...