The message of "The Soul selects her own Society" is that the soul has a capacity to connect deeply with a few people and then close itself off from everyone else. The soul seems to know with certainty what it wants, and once a decision has been made, the soul cannot be moved to open up again, even for emperors—or those in positions of authority and societal rank.
The way the poem is structured, using the em dash as its only form of punctuation and even in the middle of lines, presents a visual representation of being apart and separate. There is both comfort and resolution in these decisions. The speaker seems quite comfortable with the way her soul operates, closing off the "the Valves of her attention" as completely as being sealed within stone to those in the "divine Majority" who never find their way into her inner circle.
I don't think this shows a shyness or an arrogance. Instead, I think it shows a comfort with being intentionally selective. Not everyone in society's majority is worthy of our time. Our souls do not naturally connect with everyone we meet. Instead of focusing on growing a large number of superficial connections, the speaker of this poem seems to be comfortable narrowing the focus of her energies to those people with whom she truly connects on deep levels. She feels secure in knowing that this will exclude a majority from her attentions because she trusts her soul to select a meaningful personal society.