There are two settings at work in "Persephone, Falling." The first setting is the allusion itself—Persephone's fall into Hades. We discuss that over in the "Shout-Outs" section.
The other setting, though, is Rita Dove's position as she writes this poem. As an African-American woman born in 1952, she certainly has some living memories of the civil rights era. And much of Dove's poetry tackles these issues (check out "Lady Freedom Among Us," or "Rosa" for more).
We see a glimpse of that in the mother's attitude in the second stanza, encouraging her daughter to stick to her playmates and keep her eyes down. It's a self-preservation mechanism. She wants her daughter to be safe in a world that's very dangerous for young, innocent girls.
More importantly, though, at the time this poem was written, Dove was in her early forties, and her own daughter was about twelve years old. The whole book in which "Persephone, Falling" appears (Mother Love) is a reflection on that cycle of motherhood. She used to be a daughter wanting to escape; now she is a mother wanting to hold on. And that's the real setting of this poem—the psychological one.