Dimensionality reduction techniques help analysts make sense of complex, high-dimensional spatial datasets, such as multiplexed tissue imaging, satellite imagery, and astronomical observations, by projecting data attributes into a two-dimensional space. However, these techniques typically abstract away crucial spatial, positional, and morphological contexts, complicating interpretation and limiting insights. To address these limitations, we present SEAL, an interactive visual analytics system designed to bridge the gap between abstract 2D embeddings and their rich spatial imaging context. SEAL introduces a novel hybrid-embedding visualization that preserves image and morphological information while integrating critical high-dimensional feature data. By adapting set visualization methods, SEAL allows analysts to identify, visualize, and compare selections-defined manually or algorithmically-in both the embedding and original spatial views, facilitating a deeper understanding of the spatial arrangement and morphological characteristics of entities of interest. To elucidate differences between selected sets of items, SEAL employs a scalable surrogate model to calculate feature importance scores, identifying the most influential features governing the position of objects within embeddings. These importance scores are visually summarized across selections, with mathematical set operations enabling detailed comparative analyses. We demonstrate SEAL's effectiveness and versatility through three case studies: colorectal cancer tissue analysis with a pharmacologist, melanoma investigation with a cell biologist, and exploration of sky survey data with an astronomer. These studies underscore the importance of integrating image context into embedding spaces when interpreting complex imaging datasets. Implemented as a standalone tool while also integrating seamlessly with computational notebooks, SEAL provides an interactive platform for spatially informed exploration of high-dimensional datasets, significantly enhancing interpretability and insight generation.