War is bad. If you didn't already know this, just read "For Esmé – With Love and Squalor" to understand just how bad. Despite the fact that we don't see any of the stereotypical elements of a war story here, we see its terrible fallout, in the form of our protagonist, a character who is basically destroyed by his experience of battle. We also see what war does to the innocents that don't even participate in it (for example, children who lose parents in it). In some ways, not seeing the events of the war in this story make it all the more horrifying – instead, Salinger simply hints at it, and asks us to imagine the terror of war ourselves.
In Salinger's short story, the association of war with "squalor" breaks down any notions of the nobility or pride of fighting for one's country.
The removal of any political elements renders war seemingly meaningless, and thus more traumatic, in "For Esmé – With Love and Squalor."