Not to be the bearer of bad news or anything, but we have to say that disappointment really goes hand and hand with lust. That's because "Romance Sonambulo" is not so much about the experience of lust and desire, as it is about the experience of frustrated love and desire. Still, we think there's a kind of nobility and purity in pursuing something simply for the sake of desire, even if it doesn't work out. What do you think?
The poem shows that, without disappointment, there can be no desire.
The speaker's disappointment throughout the poem is a measurement of his commitment and persistence. In this way, disappointment is a kind of inspirational badge of honor (as opposed to a Boy Scouts merit badge of honor). Either way, it's something to be proud of.