The Cathedral is also known as "The World World I setting." It is the realm in which the girls find the Map. The charred landscape of WWI's Western Front is spread before the girls as they gather for their mission briefing in shattered ruins of a cathedral. But this is WWI as seen through a toxic fever dream: multi-winged planes engage in dogfights. And of course, their German enemies are not actual living people anymore, but soldiers who have been slain and reanimated with steam power and clockworks. The back sory of it all is revealed in the short film "The Trenches".
Song link: White Rabbit