Why is the setting important in "Thank You, M’am?"

We learn that the story takes place at "eleven o'clock at night" in only the third sentence of the story: a good indicator of its importance. The narrator tells us that Roger "looked as if he were fourteen or fifteen" years of age. Eleven at night is pretty late for such a young person to be out on the street, and this, perhaps, is one factor that prompts Mrs. Jones to ask Roger if he has anybody at "home to tell [him] to wash [his] face?" If there were someone at home taking care of Roger, it seems likely that this person would also have prevented him from roaming the streets so late and engaging in criminal activities like stealing ladies' purses. It is likely, at least in part, for this reason that Mrs. Jones not only takes Roger to her home, but also feeds him and gives him the money he wanted in the first place in order to buy his desired blue suede shoes. The setting is important because it actually helps to influence and even drive the action. Roger may have expected a single woman walking through the city alone at night to be an easy target, and he certainly learns his lesson from Mrs. Jones.

The setting of the story adds to the characterization of both Mrs. Luella Bates Washington Jones and her would-be purse-snatcher, Roger.
Mrs. Jones and Roger meet on an urban street at eleven o'clock at night when he attempts to take her purse. Other people stand around and watch but do not intervene when she knocks him down and then drags him down the sidewalk to her room in a boarding house.
The time of night that both are out is important. Mrs. Jones has been working late and is on her way home to eat dinner and rest. Roger's parents are not at home to look after him. It seems that neither Roger nor Mrs. Jones has much money or anyone looking after them. The simplicity of the meal that they share in her modest room—lima beans, ham, cocoa made with canned milk, and a shared ten-cent cake—suggests that though Mrs. Jones has little, she is a caring and compassionate person who has the courage to reach out to someone in whom she sees shared need.