It certainly has occurred to me that the background may have been pasted in one way or the other, but the technical details of how the thing was made aren't of much interest to me personally. That it appears to have been made is fascinating, though.
Here's another thing (I more or less flipped through Vanity Fair and pulled out half a dozen particularly clear examples of the form in a couple of minutes. Vogue, Vanity Fair, WSJ Magazine, the usual suspects are more or less wall to wall these things). This is Bottega Venata, they're doing a weird thing where they're shooting short films and the print ads are frames pulled from the films and closeups of those frames. The films themselves are explicitly surreal.
Anyone can see that the phone booth is lit to match her outfit. But look in the background.
The tumbled safety barriers match her purse and the lapels of her coat.
And lest the point be missed: This is a normal level of styling and set design. This is absolutely the standard. Coach, Celine, YSL, Prada, etc. It's all this stuff.