There are a lot of answers here that suggest the colors have something to do with it. I think that is true, but no one has suggested what I think it is overall: the Gestalt Principles[0] in action.
The Gestalt Principles are from cognitive psychology, the part of psychology that deals, in part, with how we sense (eyes) and perceive (brain / mind) visual stimuli. Those principles are used a lot in interaction design, UX design, human-computer interaction, etc.
The specific Gestalt principle at work here is likely the "Figure / Ground" principle, also known as "background-foreground". Our brains are somewhat pre-wired to see things as either being in front or back of other things. There are some optical illusions that mess with our perception of foreground, e.g. Rubin's Vase[1].
The picture in question has the buildings in black, indicating they're silhouettes because the light source isn't hitting the walls directly. The blue of the background suggests some light coming from the night sky, illuminating things from the back. The brightly colored signs would provide their own light in the real-world context, and they have a high luminance value[2], i.e. high perceived value of lightness, as if giving off their own light.
To sum it up, it looks 3d because our brains have evolved in a three-dimensional world and have built-in functionality that helps us "fill in the blanks" in situations with incomplete information.
References:
[0]: https://www.interaction-design.org/literature/topics/gestalt...
[1]: https://en.wikipedia.org/wiki/Rubin_vase
[2]: https://vanseodesign.com/web-design/color-luminance/