Forests, which i think do contain a lot mystery and traditionally are the setting for lawlessness and magic and what is outside of the rational to some degree, are still something more finite. I guess the desert and its crushing sense of infinite space is part of its connection to the mystical - on top of making you dehydrated and therefore primed for visions.
The book forest dark wants to provoke questions about what is reality and why are we so given to believe that reality is firm and unbendable. There's a whole host of questions that the book is asking about that. Why do we believe that the world is only one way and as we see it? Why are we not open to the ways in which it might be otherwise.