The line you are referring to is more easily understood in the context of the full stanza.
We look before and after,And pine for what is not:Our sincerest laughterWith some pain is fraught;Our sweetest songs are those that tell of saddest thought.
Yet if we could scornHate, and pride, and fear;If we were things bornNot to shed a tear,I know not how thy joy we ever should come near.
The only catch is that if we were born to never feel sadness, we would thus never come near joy as exuberant as the skylark's joy. Without sadness, how would one know joy? Without pain how would one know comfort?
Our sweetest songs are those that tell of saddest thought because without intense sadness we would never know intense happiness. For instance, every hero must go through pain and trials to reach their goal and be victorious -- the victory would be far less sweet if they had suffered less in trying to attain their goal.
The full stanza reads:
"We look before and after, And pine for what is not: Our sincerest laughter With some pain is fraught;Human life is "fraught" with tragedy; out of such events, or in comparison to such events, our greatest moments of happiness (or other contrasting emotions) are possible.Our sweetest songs are those that tell of saddest thought."
The speaker refers to the inherent dichotomy of life: to know joy, we need to know pain. To know know sweetness (think of the paradox of Juliet telling Romeo "Parting is such sweet sorrow").... Ergo, the most beautiful songs contain some element of anguish, perhaps not textually, but in tone or implication.
"If we were things born Not to shed a tear, I know not how thy joy we ever should come near."
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