So, time for XKCD style approximations!
Water on earth = 1.4E18kg
Water:cement ratio to get pretty much full hydration = 1:4
Cement required to use up all of earths water = 5.6E18kg
Minimum cement content in concrete is about 360kg/cu.m
Total volume of concrete that all of earth's water can create = 1.56E16cu.m
Surface of the earth = 5.1E12sq.m
Thickness of total concrete volume over whole of earth surface = 30.6m
So if this concrete was only to be used to make floor slabs of about 200mm thickness, then the whole of the earth would be covered by a building with 153 storeys or so, or the same number of storeys as the Burj Kalifa.
Now allowing for walls and columns and foundations, then the number of storeys comes down, but basically I think this calc shows that if the whole world was covered by a city made of concrete, then it could conceivably use up all the world's water supply without having to come up with unsatisfying "boiled off into space" type theories. The water is chemically bound into the building materials used to make the earth-spanning city.
Happy for someone to check my calcs for errors