Lily White LeFevre has a great post that asks, Why is your story set where and when it is? I've definitely read quite a few stories where the writer has obviously been taken with a particular setting but hasn't bothered to create a compelling story to go with it. LeFevre puts her finger on a similar issue, where people create a story that could have happened in any era or place--or worse yet, could have happened only in contemporary America--and jam it into a historical or "exotic" setting that they clearly think of as being more glamorous. That kind of thing does not make the story more interesting, sorry.