The American Setting
I just realized why they changed the setting to New York. It's World War 1 and England is in the war, so why would Crewe send his child to a school there? I mean, the school might get bombed or something. It makes perfect sense for her to go to America, which wasn't in the war in 1914. That explains the, "It's safer" line at the beginning.
I love familiar stories. They're the best.