Wordsworth heard the solitary reaper's song on a trip he took the north of Scotland in 1803. As a traveler himself, it was only natural he would imagine the experiences of other travelers. The nightingale's song would be "welcome" to those crossing the "Arabian sands" because it would indicate they were arriving in a place of refuge. If we imagine them crossing the Sahara or another desert, coming to a "shady haunt" would indicate they had arrived at an oasis, a place with enough water for trees to grow and provide shade. After the silence of the desert, the beautiful song of this night singing bird would not only have been a sign they were near water but also a welcome accompaniment to their rest in this haven. It suggests as well that the Scottish highlands felt as exotic to the poem's narrator as the Arabian desert.
Likewise, the cuckoo's song would be "thrilling" because it would break the silence of the seas and indicate that the sailors the narrator imagines are not far from land.
Although he does not say this explicitly, we can imagine that the narrator is weary, like the other travelers he describes, and has been in a silent place, far from human habitation, until he comes on the song of the solitary reaper. She, like the birds, is also a natural creature who suggests he has arrived at a place of rest. He does stop and listen, and like those crossing the desert or the sea, takes comfort in the song.