The speaker dresses in doubt the way a priest dresses in a cassock. It is their uniform, and they wear it on purpose. They refuse the comforts people usually reach for: a faith in light, in nature, in any "false way out." The tone is stark and unsentimental. Death, the poem says, is the only king that the faithful really obey, so the speaker won't pretend there is some higher authority to soothe us.
Then the poem turns. The speaker says "I serve you" and speaks to their "little books," "instruments," and "fine things." Devotion hasn't vanished; it has moved to small, handmade, earthly objects. The title, "Connoisseur," fits this: someone who appreciates and savors what is in front of them. The mood is quiet and wry, a bit austere but also tender. Without any promise of salvation, the speaker finds something worth serving in the things that can be held, read, and played.