It’s not really a question, even when stories are set nowhere, that’s a place too. Location Location Location. It’s always about that in part, it frames the story.
You have a few ways to look at story and a good writer uses more than one. There is character, there is the plot, and then there is world building. Downtown Montreal last week or in an attack ship on fire off the shoulder of Orion, place is important to every story, not just genre or popular fiction.
What follows are some clips that talk about this, and it’s pros and cons in a few different mediums, but in the end world building is a part of all storytelling, be it in comics, film, games, books, whatever. So there’s a lot to learn about it that’s relevant to what we’re doing. Enjoy!