In this story, Keller is parodying strict Christian concepts of Heaven, the Earth, and Heavenly characters. As the story goes, Musa loved to dance. David visits her on Earth and promises endless joy in dancing in Heaven. Eventually, Musa agrees and dies young. Upon arriving in Heaven, and following the dance, Musa sits at the table with the Muses ("Musa" a clear pun connecting her to the muses). Despite how well the meal goes, the Muses are once again banished to the Underworld (Hell). The Muses return for the next festival (they are pretty much treated like caterers) and sing a song they have composed to show their gratitude and really, to try and "fit in" in Heaven. 

The song is too much for the Heavenly creatures to bear. The Muses attempted a song of praise but it was received as full earthly things: 

But in those spaces it sounded so sombre; nay defiant and harsh, so heavy with longing and so complaining, that at first a terrified silence reigned; but the whole assembly were seized by earthly suffering and the yearning for earth, and a general weeping broke out. 

Remember that David wanted Musa to abandon earthly pleasures in order to enjoy the pleasures of Heaven. Here, the Muses' song evokes feelings of wanting the pleasures of earthly life. In order to sustain the order, the separation of Heaven and Earth, the Muses are banished to the Underworld once and for all.

What Keller has done here is an interesting reversal. Musa stopped dancing on earth so she could dance in Heaven. But the Muses' song was so powerful (in Heaven) that it compelled those in Heaven to yearn for earthly pleasures. So, the notion that people should be miserable on earth in order to receive reward in Heaven is challenged here. Keller was an unbeliever; he was implying that, while we should live ethical lives, we should enjoy our time on earth. 

This story is also a gentle parody of strict Christian belief. David, the cherubs, and other Heavenly authorities would use the Muses when they saw fit and then send them back to the Underworld. This kind of using and abusing is hardly consistent with Christian generosity. This is a criticism of strict doctrine that all those "not Christian" (or all those who enjoy life too much) will not be welcome in Heaven.