Here's the deal: the big problem with war is that people die. We know, we know. Duh. Still, we figure it's worth pointing out that even though "Anthem for Doomed Youth" doesn't directly mention death after the first line, it's still completely obsessed with the concept. We move between the sounds of incoming death (rifle and artillery fire) and images of mourning (coffin covers, candles, passing-bells). Where do we end up? At dusk, a.k.a. the dying of day.
The speaker's "Anthem" is really his own version of the rituals the figures in the poems participate in to honor. He's so angry in the anthem because he has such compassion for the soldiers, who need not have died in the first place.
The problem with war, the speaker thinks, is that the deaths are actually no big deal. So many people die with such frequency, that they can never properly be mourned, so their deaths have less meaning.