The only thing consistent about the setting is its inconsistency: we go from 1980s suburban England to Italy at the time of the Napoleonic conquest to Robin Hood-era England to ancient Greece to the Titanic almost as quickly as the editor can splice them together.
Heck, the movie doesn't even limit itself to actual history: it climaxes in a place called the Fortress of Ultimate Darkness, in a little-seen corner of the map.
So, what does all that mean—besides feeding our suspicion that we're in the hands of a director with serious ADHD?
We suspect it means that the universe is a wild, chaotic place, and you never know what's going to come at you next. More importantly, the Supreme Being seems to want it that way. It makes things awfully interesting, after all, and it lets brave souls like Kevin test themselves against challenges they never saw coming. What better way to help people improve than by showing them just how wonderful—and yes, terrifying—the Supreme Being's creation can be?
As a counterpoint, look at the way Evil wants to remake the universe, which he's happy to explain to his minions at the drop of a hat:
EVIL: If I were creating the world, I wouldn't mess about with butterflies and daffodils. I would have started with lasers, 8 o'clock, day one!
Evil is excited by accounting, computers, technology, and order—none of which sounds nearly as interesting as robbing Napoleon Bonaparte blind. Sure, chaos is scary, what with giants trampling down on you and ships hitting icebergs and milquetoast living legends handing all your ill-gotten gains to the poor. But that sure beats the alternative, which is dull, predictable, and utterly soulless. (Sorry, Silicon Valley.)