The Highwayman Setting
Have you ever watched an old horror movie, like Night of the Living Dead? If not, go do it, that one especially is awesome. You can imagine the scene, right? Big black clouds in front of a white moon, dark woods, a creepy old house. Everything would be in black and white, of course, with sharp light casting big, black inky shadows.
That's where we see this poem taking place. Not just in an old hotel on some random dark night, but in the spookiest old hotel you've ever seen on a stormy night. Think of the hotel in Psycho. That makes it sound like this poem is terrifying, and it isn't really, but it definitely relies on that spooky atmosphere. Even if there's no axe-murderer in this poem, it takes place in just the kind of spot where he might show up. The poem relies on the scary intensity of that nighttime scene to pull us into the story and keep us riveted.