We have given our hearts away, a sordid boon! (4)
The exclamation point suggests that the speaker is agitated or upset. He has ample reason to feel depressed because, for him, our alienation from nature is as tear-jerking as losing our hearts. The fact that he resorts to a paradox ("sordid boon") implies some kind of emotional imbalance or disturbance.
Great God! I'd rather be A Pagan suckled in a creed outworn (9-10)
The speaker is so upset with the way things are that he says he'd rather be a "Pagan"; he implies that the modern era and its monotheistic god ("Great God") make him, and those like him, "forlorn." The speaker associates his depression with a time period in which one can assume that there is one God.
So might I, standing on this pleasant lea, Have glimpses that would make me less forlorn; (11-2).
The speaker gives us the most explicit statement of his sadness, but it isn't clear what makes him feel "forlorn"; he could be upset about the fact that people are no longer moved by nature, or he could be upset about the fact that he sees nothing in nature, that guys like Triton and Proteus don't supernaturally emerge out of the ocean anymore.