Yet the moth has trim, and feistiness, and not a drop of self-pity. (4.7-8)
Our speaker hasn't directly addressed the idea of sadness yet, but we get a glimpse of her feelings on the matter here. She clearly admires the moth, in part because it doesn't have the slightest bit of self-pity. Since the lack of self-pity goes along with lively attributes like "trim" and "feistiness," there's the suggestion that self-pity goes along with a certain dullness or un-liveliness.
my mother, alas, alas,did not always love her life,heavier than iron it wasas she carried it in her arms, from room to room (5.5-8)
This image is really powerful and shows us the weight of sadness as our speaker sees it. Her mother is an example of how not to live one's life. Iron is pretty heavy, so if her mother's sadness made her life heavier than iron, well, that's pretty sad.
oh, unforgettable! (5.9)
This line makes it clear that this unhappiness of her mother's was related to some bad memories, something she couldn't forget. Our speaker makes a pretty clear connection here between sadness and not being able to move on from the past, or what's lost.