As we discuss over in "Form and Meter," this poem is governed by a very regular rhyme scheme (ABABCDCD). Every other line, in fact, shares an exact end rhyme. For example, in stanza 2, "round" rhymes with "bound," "Thames" with "flames," "steep" with "deep," and "free" with "liberty." We also think (as we say in "Form and Meter") that one of the effects of this locked-down, tight rhyming pattern is that, even to the reader's ear, the poem creates a sense of rigid order—much like a kind of prison cell.
Order seems so important to this poem, in fact, that we get words like "unconfinèd" (1), "fetter'd" (6), and "Enlargèd" (23). Now, those accent marks are there to tell us to add a syllable where typically there wouldn't be one. For example, "unconfinèd" would be read as un-con-fine-ed (four syllables), instead of un-con-fined (just three). In the case of "fetter'd," the apostrophe tells us that the last to make sure that this word only gets two syllables (fett-ered) than risk it being read with three (fet-ter-ed).
So, we have confinement in rhythm, and confinement in rhyme, but we also have a kind of sonic confinement with the poem's use of alliteration. Check this out:
With shriller throat shall sing
The sweetness, mercy, majesty, (18-19)
Notice all the s and m words in just these two lines. It's practically a tongue-twister! Also, we get some l sounds in here for good measure, with a nice sprinkling of consonance. Sure, it may be a challenge to say, but this also reflects speaker's the confinement in a way. These repeated beginning sounds suggest that even the speaker's choice of letters is somehow constrained.
The sound of the poem, then, seems designed to reenact the confining order of the prison in which our poor speaker finds himself. Never fear, though! The speaker's bold imaginings allow him to escape such lock-step regularity. He's free, even from the sonic jail cell he creates for our ears.