While a setting may not be explicitly mentioned, there are always setting implications. For example, the cleric class implies that there is some sort of deity or deities that invest divine power in chosen agents, and these deities oppose undead. Alignment implies that law and chaos and/or good and evil are tangible cosmic forces, and the paladin’s code of conduct implies a great deal about what is good and lawful. The names of different levels of classes carry a lot of setting implications, like the how the druid hierarchy works. The equipment lists imply the setting’s general level of technology. But yeah, no explicit default setting.