Yes, the heavy influences of Art Deco and Futurism are unmistakable. Just look at Angelwatch and all the robots, etc. But it also had other styles and themes, most notably Victorian, what with all the brick buildings and the greenhouses and the decor, and the theme of industrialisation and modernisation was very prominent in T2. And Framed feels very modern noir. And there's the very Classical bank, though with some modern additions. There was a mix of styles, as any city with any amount of history should have.
Thief was never Gothic, though. The first game was a mix of Romanesque and half-timbered buildings with some industrial steel very liberally mixed in. Gothic is way more elaborate than that -- think Anor Londo for reference. The third game had a more generic high medieval style.