[quote=Card]
I'm not a visual art person, but the version on the right also defines the ground on which he's standing a little more. The one on the left looks a bit like he's a sticker on the gray background. The right blends him and the background a little more.
[/quote]

It feels like it's more integrated with the background because of the way I stacked the values. (Values = light vs. dark) By choosing the single light source, it allows you to highlight the important areas where you want the eye to pay the most attention. By darkening the background and making the values on the shadowed areas of the figure more pronounced, the eye wants to jump right to the brighter areas, then kind of ignore the rest. (So, by putting a highlight on the closet edge of the cloak and a little bit of light hitting the ground, the rest of the picture will sort of fade out into the background as the light naturally dissipates, making everything feel like it's all part of the same space.)