This theme might seem out of place in "To a Mouse"—after all, there's only one human character, and he's talking to a mouse. Where's the society? Why are we talking about class? Wasn't this just about a rodent? What gives already? Well, cool your jets, Shmoopers. You see, the speaker sees the plight of the mouse and uses it to make general statements about all of nature and all of humankind—especially the plight of the poor.
In "To a Mouse," the speaker moves from casual empathy for the mouse's plight to a more imaginative sympathy for the mouse that encompasses all of nature and all of mankind. Much love for the mouse, the universe, and everything.
We have a mouse connection. The speaker's ability to connect with the mouse sympathetically enables him to connect his situation—and the mouse's—with all of humankind and all "fellow-mortals."