The speaker of "The World is too Much with Us" is not happy about the way things are, and he makes no secret of it. He thinks we have given our hearts away and eventually exclaims, "Great God!" The tone of the poem is elegiac (it's like a poem mourning the dead) and near the end the speaker tells us he is "forlorn" – depressed at what he sees – and would rather be a pagan so that he wouldn't feel so sad.
The speaker says he feels "forlorn," but it is not at all clear why he is forlorn; he seems to speak from a position of superiority but in reality he too can no longer "feel" nature, which makes him sad.
The speaker could do something about his sadness if he only tried; the fact that he needs something to happen in the world, needs to see Triton or Proteus coming out of the sea, suggests that he is emotionally immature rather than genuinely sad.