it seems they were all cheated of some marvelous experience
The key word for us in this line is "they." As we near the end of the poem, the speaker now looks back on all the artists that he's run down for, essentially, missing the point with their artwork. So, we can think of "them" as all the sculptors, painters, and other artists that he's mentioned so far. We might even consider including all artists here, as being cheated of some marvelous experience.
Why's that? Well, it has to do with what the speaker is experiencing—namely, wuv, true wuv. It seems that none of the artists, as beautiful and as breathtaking as their work might be, can come close to the actual experience of being in love.
What's your take on that? If you agree with the speaker, is that a sad thing for all the artists?
which is not going to go wasted on me which is why I am telling you about it
Those poor artists, so busy sculpting and painting and missing the point of it all. Not our speaker, though. He is aware of this marvelous experience. In fact, he's experiencing it right now.
So it's worth just thinking for a minute about how such a marvelous experience (in this case, being in love) can go wasted on an artist (as opposed to our speaker). We mean, aren't artists supposed to be all about love and expression? How can they miss out on that?
Maybe it's because they are too busy expressing or representing life to actually appreciate it as it happens.
Think about it: if you were a doctor, wouldn't you be so focused on the patient's runny nose that you lost sight of who that patient was to begin with? The same danger lies for artist. If it's your job to represent the world, can you really, truly live in it and appreciate it? If you were painting a portrait, might you be too worried about getting the colors mixed just right to stand back to take in the wonderful, complex, beautiful person that is standing right in front of your face?
We hope not, but we can see how that can happen. So can the speaker. So that's what he wants you know. Which is why he wrote the poem… which, in its way though, is a kind of art.
So we have a work of art that wants to truly celebrate life and lament the way that other art can't do the same thing.