What is the setting in the poem, Love (III)?

While the poem is technically set at Love's abode – with Love configured as the gracious host welcoming the speaker as a guest – this setting is a metaphorical representation of Christian Heaven. When the speaker maintains that he is unworthy of Love's hospitality, he is really saying that he is unworthy of God's grace and entry into the blissful afterlife. It is only after Love reminds the speaker repeatedly that this "meal" was crafted specifically for the speaker's enjoyment that the speaker agrees to "sit and eat" (18), or accept his own humble position as God's creation.