Close your eyes. Can you picture the banker's house? The guesthouse where the lawyer is imprisoned? Anything at all about what the places look or feel or sound like? No? Us neither.
This short story is so short and so terse that there is pretty much only a tiny bit of description in the whole thing—and that's about the dark and stormy night the banker walks through to get to the lawyer.
Now, if you've read other Chekhov stories, you know that this is really not his M.O. His other stories almost as a rule have detailed, observant, and really objective descriptions of both the people and the places. So where's the beef, Anton? Why are you leaving us hanging?
Shmoop's got one possible theory: there's no difference between the banker's house and the lawyer's house because in a way, they are actually both prisoners held in reasonably comfortable jail cells.
The lawyer is isolated from humans, but has access to whatever stuff he might want. The banker? Seems like pretty much the same deal with him. He's got no family, no friends that we can see, and is obsessed with figuring out how to defeat the lawyer—all from the comfort of his house. So there's no need to differentiate their spaces because their surroundings just don't really matter. Their lives are far too similar for that.