The "family theme park unsuitable for children", as Banksy himself has referred to it, gained coverage across all national papers since its press opening on Thursday.
PRWeek contacted Banksy's publicist of more than 12 years, Jo Brooks of JBPR, but she said she did not give interviews about her client.
While rumours had circulated about what was taking place at the lido, Banksy's five-week show did not feature among the speculation.
Word of the project surfaced this week but newspapers were asked to hold stories to keep it a surprise, The Guardian reported. Weston Mercury was the first to report the news after receiving confirmation on Thursday.
This is the first UK show by the street artist since his 2009 Banksy v Bristol Museum. It opens to the public tomorrow.