Why is it that we read poetry? We get Auden's answer to that question in the poem "In Memory of W.B. Yeats": poetry moves in ways that people can't. It lasts in ways that people don't. And it makes us feel things about people and places that we might not otherwise spend any time thinking about at all. Take Yeats, for example; when was the last time you thought about him? Exactly. As Auden works through various versions of elegies, we begin to feel a bit of what it must have been like for Auden to lose such an important presence in his life.
Art is the one thing that can change people's minds in times of darkness and despair.
As this poem asserts, art doesn't ever change anything. It just offers fresh perspectives.