When faced with the tragedy of losing her lover, the speaker turns to Jesus—but doesn't really think he'll be able to help. Though the reference to religion is pretty obvious in the second stanza of this poem, it sneaks into the poem elsewhere too.
Line 4: The space between the word "cross" and the word "roads" gives us a hint that this tree is meant to be read as more than just a tree that stands at a crossroads, or intersection. Instead, we think of this as an allusion, or reference, to Jesus' cross.
Lines 7-8: Here, the speaker is addressing religion directly. Yet she chooses to specifically address Jesus. Not God, not Mary, but Jesus—the Christian figure who, like her lover, was killed by a mob. She's wondering "why pray?" This shows that her despair at losing her lover to racism is causing her to question her faith.