The Future! From 1998 to 2064—Earth, Mercury, some Space Stations
OK, so 1998 isn't the future anymore, but it was the future when Asimov was writing these stories in the 1940s. And in that future, there were going to be robots, and a lunar base, and manned expeditions to Mercury and Mars, and instead of cars there are gyros (which are probably helicopters, not the delicious Greek meat dish). Oh yeah, there's also no Internet, people don't have cellphones or laptops, and no one is watching cute cats on Youtube, which is definitely the best thing about life in the future.
So, yeah, we need to cut Asimov some slack in imagining the future: science fiction writers get a lot right when they describe the future, but they usually get even more wrong. Which is fine, since the point isn't to guess what will happen in the future, but more to ask, "if X happens, then what?" And the X in Asimov's case is robots. Also, there's a base on the moon (Robbie.62), which we think is pretty awesome. (What sort of sports do people play in low-gravity on the moon?) But Asimov doesn't really talk about the lunar base because he's more interested in showing us how robots work or don't work. Everything in these stories is focused on the issue of robots.
For instance, we get to see the mines on Mercury ("Runaround"), and the power converter space station ("Reason"), and even Hyper Base, where they're developing some sort of warp drive ("Little Lost Robot"). But in all of these cases, Asimov doesn't tell us all that much about these settings. Does Asimov give us enough information to imagine what it's like to be on a Space Station? (Like, what does it smell like on a Space Station? Unpleasant, we're guessing.) No, he doesn't describe so much about that. He only gives us enough information about the setting to understand how the robots function in it. So, Mercury is hot and dangerous, which leads to the problem that Powell and Donovan have with Speedy and their headquarters.
For us, the most interesting and most detailed setting work happens at the beginning of "Robbie" and in "The Evitable Conflict." These two stories make an interesting pair: "Robbie" is a story interested in one household and one little girl, whereas "The Evitable Conflict" is interested in the whole world and all humans. So we get very precise details in "Robbie"—enough to let us imagine a robot in our neighbor's house (since the issue here is one girl and her robot); and in "The Evitable Conflict" we get some big-picture description of the regions of the world that should lead us to thinking about the big picture of robots and humans.
But still, wherever the story is set, the focus is always on how robot and humans get along.