Hats is this the poem you are referring
I HEAR the Shadowy Horses, their long manes a-shake,
Their hoofs heavy with tumult, their eyes glimmering white;
The North unfolds above them clinging, creeping night,
The East her hidden joy before the morning break,
The West weeps in pale dew and sighs passing away,
The South is pouring down roses of crimson fire:
O vanity of Sleep, Hope, Dream, endless Desire,
The Horses of Disaster plunge in the heavy clay:
Beloved, let your eyes half close, and your heart beat
Over my heart, and your hair fall over my breast,
Drowning love's lonely hour in deep twilight of rest,
And hiding their tossing manes and their tumultuous feet.
Hats I have not read the book although I have read this author - often an author sees something in a poem that will enlarge the story being told - like all poems, there are layers and depths therefore, many can see other explanations within the poem.
To me there are two words in the poem that is the crux of the poem - tumult and vanity -
The second meaning for Vanity says it all
tu-mult
confusion or disorder.
"the whole neighborhood was in a state of fear and tumult"
synonyms: turmoil, confusion, disorder, disarray, unrest, chaos, turbulence, mayhem, maelstrom, havoc, upheaval, ferment, agitation, trouble
"years of political tumult"
Van-i-ty
2 The quality of being worthless or futile.
"the vanity of human wishes"
synonyms: futility, uselessness, pointlessness, worthlessness, fruitlessness
"the vanity of all desires of the will"
The poem suggests to me that the lovers are escaping their futile attempts to acquire Sleep, Hope, Dream, endless Desire, by making love.