It is important to realise how Poe uses setting symbolically in this great story. Remember the scene - Prospero has locked himself and his revellers in a castle in an attempt to cheat death as the mysterious disease, the Red Death, runs amok outside in the Kingdom killing all in its path. This scenario could be viewed symbolically as someone trying to cheat death and outrun it, ignoring death's dominion over human life.
The masque ball therefore is very significant in terms of its setting. The last, seventh room, is the one where none of the people wish to enter. Note how it is described:
The panes here were scarlet - a deep blood colour... in the western or black chamber the effect of the firelight that streamed upon the dark hanging through the blood-tinted panes, was ghastly in the extreme, and produced so wild a look upon the countenances of those who entered, that there were few of the company bold enough to set foot within its precincts at all.
Note too that in this suite there is a massive ebony clock. Clearly this is symbolic of the passing of time and the approaching death of all the guests. The fact that this black room is the most western, at the rooms run from east to west also indicates the passing of time and the approaching death, as the sun rises in the east and goes down in the west.
These guests are engaged in a quest to try and cheat death and forget about it, therefore it is highly significant that they do not want to enter this room, which could be said to symbolise death, with the ghastly red light signifying the Red Death that is about to come upon them all. Also note that it is in this room that the masked uninvited guest confronts Prospero and death is admitted into the castle.