Yet stop I did: in fact I often do, And always end much at a loss like this,
After the speaker ends stanza 2 with a comment about the church's worthlessness, he opens stanza 3 with a sudden reversal, insisting that no matter what he might think, he has to own up to the fact that he did stop to look inside the church, and that he has also done this on numerous occasions in the past. In other words, the speaker realizes that it's not good enough for him to simply say that church is stupid, because whether he likes it or not, he needs to account for why he keeps coming back to it.
Further, he suggests that the outcome of these explorations is not a belief that the church is meaningless, but only that he feels "much at a loss" (20) when he goes inside a church. He's not coming to any great revelations. The question of the importance of the church is something that he can't satisfactorily answer for himself.
Wondering what to look for; wondering, too, When churches fall completely out of use What we shall turn them into, if we shall keep
These lines add to the speaker's questions. (In technical terms, the speaker finishes stanza 2 on a note of atheism, and begins stanza on a note of agnosticism.
What's the difference, you ask? Well, atheism means that you are certain that there is no God, while agnosticism means that you believe that a person can never know one way or the other if God exists.) Instead of being convinced of the silliness of church going, the speaker can't help but wonder what he's looking for when he comes back to the church.
He wonders further about what'll happen to churches when there are no religious people left in the world. What will the buildings themselves become?
A few cathedrals chronically on show, Their parchment, plate and pyx in locked cases,
Will we turn them into museums to help us remember what primitive people used to believe? The speaker here imagines churches as just buildings that display the artifacts of religious belief.
What kind of things might be on display? Well, there might be parchment (old-timey paper) bearing religious writing, maybe a plate (upon which communion wafers would be served), and a pyx (a decorative tin that holds the wafers).
Religion note: "communion" generally refers to the eating of bread (or often, little cracker-like wafers) to symbolize the spiritual nourishment of God. In this case, though, all that stuff would be under lock and key. No need for the rituals anymore, folks. Just take your photos and move along.
And let the rest rent-free to rain and sheep. Shall we avoid them as unlucky places?
Maybe we'll just open up all the old church doors and let nature have its way, as symbolized by the "rain and sheep" of line 26. (Hey, the sheep can't complain about the rain if we don't charge rent, right? "Lent" in this case means lease, or rent.)
Finally, the speaker wonders if we'll avoid churches as unlucky places, meaning that even if we're no longer religious, we might still be superstitious.