The speaker opens with a blunt declaration of preference: they love gravity more than "lazier talk." Gravity here seems to mean seriousness, weight, the pull of things that are real, and the speaker would rather have that than easy, loose chatter. The title, "Grave," plays on the same idea, pointing to both solemnity and death.
Then the poem turns to war, which it calls "a strange church." The image is unsettling: war fills "all the pews," as if people have been gathered into a kind of grim congregation. The poem doesn't say who they are, but the picture suggests how war draws in huge numbers and demands something like devotion.
The last lines are more cryptic. "The last prophet of ice" suggests something cold, final, and perhaps frozen in place. The mood is stark and austere, with a quiet, ominous edge. The speaker sounds serious and unwilling to joke, and the poem leaves the ending deliberately open.