Sycamores are mentioned at the beginning of chapter V, the last chapter of "The Duchess at Prayer", embedded in a paragraph that sets a darker tone for the chilling end of the story.
“The sky had turned to a steel gray, against which the villa stood out sallow and inscrutable. A wind strayed through the gardens, loosening here and there a yellow leaf from the sycamores; and the hills across the valley were purple as thunderclouds.”[1]
Sycamore trees are "associated with melancholy lovers, who are 'sick-amour'"[2] and so a representation of Violante and Ascanio's relations gone awry; their love, though perhaps strong, was not strong enough to save them both. They are only united in death perhaps. As clouds roll over and the scene becomes more foreboding, the reader is set up to receive the final implicit blow: Ascanio's remains still reside in the crypt under the chapel.
[1] Wharton 1901, p. 19
[2] Weller 2019