This movie has very few exterior shots. Most scenes take place inside these ostentatious palaces. When the characters are inside carriages we see a very fake landscape outside. And in London, the landscape is hidden the thick fog. Also, the sun doesn't seem to exist here. When we see the outside world, for instance at the end, it's snowing. By contrast, the chambers are brightly lit and draped with vivid colors.
I have no idea what was Fellini's purpose, but I love this fake look, as if it were refletcing on the shallowness of Casanova and the courts he meets in his voyages.
This world is a comedy to those that think, a tragedy to those that feel.