I suppose it makes for a better and more interesting shot to show a vehicle crossing the Mississippi with the Gateway Arch behind them rather than them driving towards it, but it definitely depicts them heading the opposite direction from where they’re supposed to be going. (On a bridge that no one just passing through the Lou would be on, no less.)

I know that John Hughes did this exact thing in either Vacation or Planes, Trains and Automobiles (or maybe both) and it’s turned up in a lot of other places. It’s just an example of how movies and TV fudge geographic reality for narrative shorthand. (I believe the movie Down With Love intentionally messed with NYC geography by having characters emerge from specific buildings into the looming presence of landmarks that are in reality nowhere near the buildings they were coming out of as an intentional joke on this sort of thing.)