"Song for a Dark Girl" comes at religion with an angle: God favors white people. Jesus—though he was, much like the man in this poem, a victim with a grizzly death—was white. And the victim in this poem was black. Beyond questioning the ability of white deities to soothe a black tragedy, this poem also shows how, in times of despair, even the god that has been a pillar of a girl's world can seem useless.
The speaker of this poem feels that religion has abandoned her and her lover because they're black.
For our speaker, religion is a white institution with no room for black people.