If a novel has sections, it often has three sections; if a style has multiple settings, it usually has three main ones.
The Rule of Threes also applies to story structures. Many stories have, at most, three main characters. Many plots have three main events: an inciting incident, a climax, and a falling action (or response to the climax). If a novel has sections, it often has three sections; if a style has multiple settings, it usually has three main ones.