We get very little in the way of setting in this poem. We think that perhaps the thing that most acts as the setting here is the speaker's relationship with the fellow who sent the rose. That rose is the jumping off point for the speaker to think through, essentially, her relationship with Mr. Cliché over here. What does it mean, she seems to be asking, to be in a relationship with someone who lacks imagination? Is this really what she wants?
As she examines the rose itself, it's really as though the speaker is taking a good hard look at her place next to this guy. Is this a setting that she's comfortable in? Not really, it turns out. Maybe some serious redecorating is in order. While this poem is more of a lament than a plan of action, we get the sense that the speaker's dissatisfaction in this relationship will not lead to good news for the fella on the other end of that rose.