Paul no longer feels that his family is his "real" family any longer. The soldiers are now his family.
His previous life is no longer "real" to him. That's what the veil represents. His family still believes in that life, but that life is built upon the belief that our existence is essentially good, and that our day to day activities are important. After taking part in battle, Paul can no longer believe in that goodness and the importance of living that daily life.
He does not, however, say that life is meaningless. The meaning lies at the front with his friends. It is a life he abhors and cannot do without. His family will never be able to understand that, so there is a "veil" of misunderstanding between them.