Just because it's always dark doesn't make it dismal. Marleybone would be equally beautiful, day or night. Don't look at the sky all the time; look around at Marleybone itself.
It IS nighttime in Marleybone, but it is also timed within the context of London during the beginning of the Industrial Revolution in the mid-1800's. Coal dust and soot were everywhere, and London was filthy, as was the rest of western Europe. So yeah, Marleybone is dismal.
Now I want to go read some William Blake poetry about chimney sweeps.
It's just the sky. I love Marleybone. It's set in New York City, so it's kinda cityish.
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No, it's set in England. The reason it is night time is no one would be stupid enough to rob people during the day. If you want dark, go to DragonSpyre, I love it there.
Who really cares about the sky in Marleybone? In real life you might look at the sky to see if it's gonna be a rainy day, but in a computer game? If you care about the decor, don't focus on the sky. focus on the stuff around you. As long as it's a fun world, who really cares?