Both the speaker and the musician in "The Weary Blues" are trying to communicate their feelings to an audience. The speaker wants to share his experience with his audience. He uses vivid language to draw his audience into his own feelings. He matches his own descriptive style with that of the musicians by shouting "O Blues!", repeating phrases and words, and including song lyrics to sing. The musician is communicating too, but it's less about what he's communicating and more about how he does it. He could just say he has the blues. Instead he expresses himself through body language, singing, and piano playing.
Dialect and slang address specific audiences, but risk alienating a wider audience.
"The Weary Blues" follows an African American tradition of including older texts (songs, stories, myths) in newer ones.