Water heater temperature and pressure relief valve plumbing
The plumbing is not "incorrect" per se.  The only thing we try to have is the bottom end of the piping from the TPR valve exposed vs plumbed to a drain so you can see if something is awry with the TPR valve.

It is a curious thing what is coming off the cold water line.  What ever is coming off your cold water line is surely designed to release and drain like the TPR valve in its own way for its own reasons.

You TPR valve plumbing that is visible (which is in question) is fine though.