If you already felt like it looked like a play, then that's why people didn't like it. Sets look like they would on a stage, not what the stage represents. If the story takes place in a castle in 18th century England, you want the viewer to be thinking "I'm in 18th century England right now" and not "I'm in a theater watching a film about 18th century England". Creating a film is a lot about suspension of disbelief, so if your brain is saying "that looks like a set" instead of "that looks like a castle", then you've lost that battle.