The imagery of capture
These retellings are set with scenery that shows the lavish prison of Shahrazad's capture. The sultan is powerful and wealthy, so he has elaborate fabrics and precious metals that show Shahrazad the true luxury of his life. Next to that power, her capture is all the more final. The setting is also filled with locked doors and foiled escape plans. She is trapped in someone else's dominion.
The desert
In these stories, the desert is a kind of testing place. As it is true wilderness, there are very real chances that a change of weather could leave a dallying traveler in dire threat of death, or even death itself. But the heroes of Shahrazad's stories are well-versed in desert travel. The stories are dusty and often set on the edge of vast deserts where visitors arrive. She likes a man who knows his way around the wilderness.
The imagery of sexuality
Many of the important metaphors and images in the stories are double entendres. For instance, the feline cave of forbidden treasure is clearly a symbol for something, and sex makes sense of the imagery. Also, she includes lascivious sexual narratives, and she tells many of the dirty details, understanding that scandal will keep the sultan entertained, so sexual scandal in her stories keeps her alive.
Portraits of betrayal
The stories' various plots typically have betrayal as a central issue, because Shahrazad is cleverly establishing portraits of betrayal. This is important to her survival, because she is making the stories up on the fly, jazz style, and the theme of betrayal is one that the sultan himself wrestles to understand. By telling stories about how that difficult emotion plays out, she empathizes with him, literally, and she encourages him to use his imagination to find new emotional conclusions.
