2-tone hotel room, foil bar

I feel that the black and white was introduced as a contrast to the color-related thematic material. If you have heavy color-related symbolism, then painting the room any particular color is going to feed into one of the three personalities, from a thematic standpoint (even if you chose green, for example, the heavy-handed use of color would make you try to figure out what the green was supposed to signify). I think it was inspired by the desire to have the characters in a place that favors none of them - it's an evenly balanced environment.

There is other symbolic meaning to black and white also, like the fact that civilization likes to put everyone into categories that are rigid and strictly dualist - you're either "THIS" or "THAT" and you can't be both. This has direct bearing on the sexuality of the characters, which is quite ambiguous, though the "gay bashers" at the end want to see it as black or white, gay or straight.

On a more general level, I think the sets are supposed to reinforce the idea that we are in a dream world, and not the real world as you and I know it. The design in general is simplified and bold, with lots of primary colors - it reminds me of a stage play or maybe a Dario Argento movie.