Revealing mistake: There is a wide shot of the ship were there is some equipment on the ice and some people moving around. The ship itself and the equipment cast shadows. But none of the moving people cast any shadows at all. (00:14:25)
Revealing mistake: After the predator drops Weyland, as the predator turns, you can see the skin of the actors neck.
Revealing mistake: In the beginning of the film, the penguin walks on artificial (paper) snow. (00:20:40)
Revealing mistake: When the second man is killed by the Predator and thrown through the air hitting a table, if you look closely the feet of the table have been sawn in advance, making the table break easier. (00:31:15)
Answer: The pyramid was in a tropical climate at the time of its construction, but Yautja are sticklers for tradition so continued to use it as the climate changed.