The setting here is nighttime, in the capulet mansion. The reason for this is that Romeo is trying to sneak into the mansion trying to steal stuff, but runs into Juliet and pretends it was an act of love. However, this deceptive midnight interaction leads to real love.
Why are you here?
I wanted to see you, why else?
The setting is outside of a rich mansion. It's nighttime because it takes place during one of Romeos many robberies. It's raining because this is one of the turning points of the story. Tybalt discovering that Romeo is a thief will destroy the happy life that Romeo and Juliet have and will eventually lead to both of their deaths.
I'll tell the prince about this...
This scene depicts the death of Romeo and Juliet. It's dark and lifeless to depict how Juliet feels about the situation. The cold, dark, hopeless cell and the dead body of her lover leads her to end her own life.