Most of the lines in the poem are run-on lines (enjambment) interspersed with a dash. The effect creates a continuous train of thought or movement. It is clear that Emily Dickinson used this technique to signify continuous movement.
The object that she describes in the poem seems a mystery. It is as if Dickinson is describing some sort of mysterious creature which incessantly moves about and stops only now and again to feed. The creature seems haughty at times when it passes areas where conditions are not that good.
Some of the imagery suggests a horse-like animal: 'neigh' in line 14 and 'stable' (line 17).
A close study of the poem reveals that Dickinson is actually describing a train on its journey and she expresses her admiration for it by using an extended metaphor and personification. The continuous movement of the train is further emphasized by the enjambment and the short breaks in its journey are signified by the dashes.
I think when it's a single sentence, you want to keep reading till the end. It also seems like the poem is a riddle. And there is an object that is doing the things mentioned in the poem. Throughout the poem, the object is a mystery and there are clues in the poem that make it clear what the object it. Being a single sentence makes the poem like a riddle and causes the reader to keep reading. Therefore, I think the poet wants the reader to continue reading to figure out the mystery behind the object, and what it actually is.