The setting does change in Things Fall Apart. Family history is very important to public identity and self-definition as well in Achebe's depiction of the Ibo people. So, when Okonkwo is forced to leave his home village of Umuofia and go into exile for a time in Mbante, he suffers deep feelings of anguish and loss of standing.
In Umuofia, Okonknwo is known as a strong man and is well-respected. He has been careful with his wealth and fastidious in his farming. As a result, he is seen as a successful man. His ambitions to be seen as a great man are founded on a firm basis, given this context.
His ambitions and his social position are undone when he accidentally kills a boy and is punished with exile. Forced to move to his mother's home village for seven years, Okonkwo and his family must begin again. His old farm is destroyed and his animals killed in an act of "cleansing the land which Okonkwo had polluted with the blood of a clansman."
In Mbante, Okonkwo is given land to build a house and and to farm.
Okonkwo and his family worked very hard to plant a new farm. But it was like beginning life anew without the vigor and enthusiasm of youth, like learning to become left-handed in old age.
A passage in Chapter Fourteen explains some of the reasons that Okonkwo is so distraught in his exile. His uncle, Uchendu, calls his family together to have a talk with Okonkwo, addressing the entire family as he does so (and utilizing many rhetorical questions to make his point).
"Why is Okonkwo with us today? This is not his clan. We are his mother's kinsmen. He does not belong here. He is an exile, condemned for seven years to live in a strange land. And so he is bowed with grief."
We see in this passage that part of Okonkwo's grief comes from the alienation he feels at being severed from his former life, where he had friends and a place of his own making. Uchendu goes on to say more.
"A man belongs to his fatherland when things are good and life is sweet. But when there is sorrow and bitterness he finds refuge in his motherland. Your mother is there to protect you."
In this passage Okonkwo's sense of being "unmanned" is addressed. This element of Okonkwo's sense of loss cannot be overstated as his manhood is central to his self-concept. His ability to act as a protector to his family is a significant part of his self-definition. These things have been taken away from him, to some degree, as a result of his exile.
Okonkwo is unable to grow in status while in exile and this puts his family's development into a state of stasis. Ezinma and Obiageli come to marriage age during the period of exile, but at Okonkwo's request they refuse all offers of marriage until they are able to return to Umuofia.
In these ways, the change of setting constitutes a substantial setback for Okonkwo emotionally and also in terms of social status. It also stunts the development of the lives of some of his children.