The setting, style and tone for non-gameplay aspects influence even what kind of puzzles end up making sense.  Ofcourse they also really influence just the whole experience. For tone and style, we have cartoony games vs. semi-cartoony vs realistic games, where the former tends to have wackier tones and the last more serious tones, but not always. In terms of general types of settings, there's the ones I placed in the Poll. What I mean here is not something specific as ''It's takes place in Venezuela'' but more broader types of settings.

Personally, I think my favorite is the horror one as well as the little surreal abstract dream like sections. I'm not super big on most horror movies unless they're on the more psychological side. But I just like dark, thrilling tones. The Cat Lady/Downfall (original and remake) and The White Chamber were some I really liked.
Another favorite for me is the mystery/detective side of things.  I have fond memories of watching my mom play CSI games, I know they're not considered the best but I have a soft spot for them .

edit: Modern supernatural or fantasy can both go for urban fantasy like Unavowed! Depends on which aspect you align with more. The horror one may be more like a really broad ''theme'' but you get the idea, it tends to effect the vibe of the whole game a lot I mean there's even people into horror in general regardless of the type of game, but I'm not really into horror games in general.

All of the above, except surreal/abstract. I am really not that picky.

It was difficult to pick just two, since I can really go with most of the options, and combined. I just don't like it too realistic I guess, but this can depend on other aspects of the game if it works for me.

I picked sci-fi and fantasy but have played and enjoyed all the categories at one time or another.

Since I'm willing to play anything that looks like I might enjoy it no matter the genre/setting it was hard to pick but I eventually went with the sci fi/futuristic and detective/mystery/crime options.

It would have been easier if the question were what are my more disliked genres/settings. To that I'd say fantasy (I often find fantasy settings boring, even though there are exceptions) and cartoony (specifically in adventure games where that style, especially when combined with comedy, seems a bit overrepresented compared to more realistic ones and I like variety).

My first vote goes to the Cartoony category.

So many adventure games have influenced that being my ideal preference for presentation format. Humongous Entertainment adventures with their impressionable array of lively characters, the treasure trove that is Monkey Island 3 graphics, the amazing cutscenes of the first two Broken Sword games and even a fondness for the pseudo-adventure series ClueFinders had a positive sway in me continuing to choose cartoony visuals over other styles. Much later on I discovered Toonstruck, Day of the Tentacle Remastered and Brok the Investigator, amongst various others.

My rationale is that there is inherent production value in traditional hand-drawn animation, I respect that level of financial investment to ensure I'm getting my money's worth. It's also best suited to my favourite genre which is comedy, because of the flexibility of the developer being able to conjure anything from their imagination to then dazzle the player with primary colours which are always a pleasing palette. Plus It's more timeless having cartoons, rather than 3D adventure games that age rapidly because of constant advancements in technology.

My second vote goes to the Regular Modern category.

I truly wish this was a more common setting for not only adventure games, but also broader genres in general. It creates a palpable sense of familiarity and relatability that enhances the game you are playing. For instance, I love when the locations are suburban settings, cool cities or even just your standard cozy home environment. It's a great narrative shortcut that requires substantially less exposition.

As an added bonus, it's set in a contemporary timeline, where you and I are right now. Choosing not to fixate on an overly-glorified view of the past (for example medieval), nor is it trapped in the perpetually pessimistic tonality of bleak futures (such as cyberpunk). This ideal setting is about identifying with the protagonist through modern issues and situations to generate a bond of similarity (or hopefully, less noticeable differences) with the player. Throw in a generous sprinkling of hyperbole and chaos into the storyline for excitement of course.

A few quick adventure examples include: all of the Nancy Drew games by Her Interactive, Broken Sword series and The Sims handheld trilogy for Game Boy Advance (The Urbz is especially great). Also, an appreciative nod to adventure-adjacent titles such as Bully by Rockstar Games.

I'm still trying to choose - each option reminds me of a game I love.

Shoutout to all moms playing video games.