Do not get misguided by the name of the. This is exactly what locative in polish serves for (not only, though). It many of declension tables of Polish words it is even predefined with the preposition "o". In Polish you would use locative every time when the phrase means "in the subject of". It is not only to express a physical location, but also "location of interest". It is used when you can answer to questions w kim? [in/with/from who?], w czym? [inside what?], o kim? [about whom?], o czym? [about what?]

• Książka o zwierzętach (Loc.) - A book abut animals
• Konferencja o zagrożeniach (Loc.) - A conference abut threats
• Myślę o tobie (Loc.) - I think abut you
• On mówi o tej książce (Loc. x2) - He is talking about that book

But also:

• Jestem w domu (Loc.) - I am at home
• Kot jest w pudełku (Loc.) - The cat is in the box
• Zakochałem się w tobie (Loc.) - I have fallen in love with you
• Mam w moim synu (Loc. x2) podporę - "I have support in my son", my son is my support
• W Bogu (Loc.) (jest) nasze zaufanie - In God we trust

But, It is beautiful :D

There's no one rule, everything depends on what preposition it is. Different prepositions need different cases. Here "o", when it means "about", needs Locative.