Setting's just a backdrop for me, most of the time. I mean, in a story centered around that specific physical act, I'm reading for the dynamic between the characters, the dialogue, the power play. The room they're in could be a sterile lab or a palace garden and I'd probably gloss over it if the character tension is strong enough.
Now, saying that, I did read one recently where the setting absolutely made it. It was in a private library, late, with that heavy quiet only big rooms have. The tension wasn't just from the act itself, but from the constant risk of someone walking in from the main hall, the muffled sounds against all that solemnity. The setting forced a kind of breathless, suspended stillness into every movement. So I guess it can amplify things when it's used to constrain or contrast.
But generally, I'd take weak setting and strong character work over the opposite any day. The best tension always comes from within, not from the wallpaper.