What is the setting of That in Aleppo Once... by Vladimir Nabokov?

Nabokov presents the narrator's struggles with his wife against the background of the German occupation of France during World War II. Thus, domestic horror is likened to national horror; the bureaucratic problems the narrator has with the "consuls and commissaires'" in obtaining the necessary papers to leave France are likened to the marital problems he faces upon learning of his wife's possible infidelity. The narrator is married in 1940, the same year when the "gentle Germans roared into Paris."