I don't understand. Wes Ball, Director of The Maze Runner movie had the maze located above ground and if the maze was above ground, why wasnt the Glade being burnt with intense heat? In the book, James Dashner had the maze located under-ground in a massive cavern, and there was two of them with optical illusions as the sky and Griever hole. Which maze is the real maze and why would it change and vary in location? it is one story isn't it?
The scorch only affects some parts of the world, mainly the areas closer to the equator, between the tropic of cancer and tropic of Capricorn. Other locations were not affected by the solar flares. So there isn't any reason they couldn't put the maze outside. It would be simpler than putting it underground.
Keep in mind, unlike the books where there is only two mazes (1 for boys 1 for girls), there are multiple ones in the movies. WKCD is just being smart with their resources.