About suffering they were never wrong, The Old Masters; (1-2)
Auden's being pretty clever here. By delaying our sense of who the subject of this phrase is, he allows the first line to ring out as a universal truth – which is, in fact, what the Old Masters are trying to do. And by crowning the world's favorite artists as Old Masters, Auden only underscores his point. These people, after all, became famous for a reason. Maybe they had something worth saying, after all.
even the dreadful martyrdom must run its course Anyhow in a corner, (9-10)
What exactly is so dreadful about this martyrdom, anyway? As far as we can tell, the only thing that makes it so awful is that it seems to be ignored by everyone. In fact, maybe the ignoring is what makes this a martyrdom. Hmm…
everything turns away Quite leisurely from the disaster; (13-14)
Why bother with disaster? It's just so fatiguing. Auden's speaker drips with sarcasm here…because who would turn "leisurely" away from a drowning person? Unless, of course, they don't recognize the disaster as such. Perception's such a tricky thing, isn't it?