I think that the theme of choice is indeed part of Wordsworth's poem. One approach to this would be seen in line 4 when Wordsworth indicates that "We have given our hearts away." For Wordsworth, the condition of being in the modern setting is one in which individuals have lost sight of that which is important. This loss of focus is a choice for Wordsworth. Individuals have chosen to lose sight of what is important. Spiritual notions of nonconformity and the pursuit of beauty in its most natural conditions are a part of this. For Wordsworth, being able to revel in this is of vital importance. It is a choice that individuals have made and to have made the wrong choice is precisely the reason why "The World is Too Much With Us." The "glimpses" that make us "less forlorn" reside in the nature of our choices. For Wordsworth, the Romantic poet's purpose is to make aware to the audience the desires of the subjective in hoping that others will share in it and act appropriately. In this, Wordsworth believes that while our choices have placed individuals in the position they are in, there are choices that can be made to embrace that which is "the good, the true, and the beautiful."
Wordsworth himself seems to be making a choice between the materialism and consumerism he describes in the beginning lines and a simple life devoted to the contemplation of nature. He says he would rather be a pagan and believe in mythological deities like Proteus and Triton than to be like the masses of humanity who are obsessed with "getting and spending" while leading unnatural lives in urban environments where everything has to be bought and paid for. He seems to be implying that most people do not realize they have a choice or that they might make a choice. They have already given their hearts away. They have become dehumanized.