The setting carries the message of the story. When the younger waiter says the cafe is the same as any bar, the older waiter tries to explain to him that the cafe is not the same as a bar because the lights are bright and the atmosphere is clean and friendly. The cafe is a haven to a person who feels the world offers him nothing because the cafe offers the possibility of hope.
The setting provides the main themes of the story of loneliness and the search for meaning in the world. The older waiter understands what it's like to be the customer in the cafe because he has been trying to connect with anyone near him, suggesting his longing for friendship. If he can find anyone who feels the emptiness he does, he will feel less lonely. When he says "Nada", it's a metaphor for the spiritual emptiness and chaos of the modern world. The old man has nothing at home and tries to kill himself. In the cafe, he can drink his brandy with dignity. The cafe is a place for those who have lost the innocence of youth and the illusions of belief because it is a refuge from meaninglessness.
The young waiter can't understand because he's young with a wife, a home, and a child. He thinks, as all younger people do, that he will never be old and disillusioned like the old man in the cafe. He's uncaring toward the old man because he feels the old man is useless and has no more to offer to society.