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The answer to that depends on your interpretation of the poem as a whole. If you understand it to be an allegory (more or less) about women's position in society in Victorian England, the "cloud of mystery" signifies society's lack of understanding as well as the ideology of the "angel of the house," made popular by another poet, that celebrates woman by putting her on a pedestal of domesticity to be adored but limits her power in doing so. If you interpret the poem to be about the function of art in relation to society, the "cloud of mystery" sign-fies art's distance from society art lodged in an ivory tower, where no one understands it.
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