A man with no home goes to a church, and the poem tells us the church is "his father's home." That phrase carries most of the weight. A church is traditionally a house of God the Father, so it should be a place of welcome. But when the man knocks, the door is locked and "no one was home." The place that ought to take him in is shut and empty.
The speaker never says how anyone feels. The voice stays flat and quiet, almost like someone reporting facts, and that restraint makes the scene hurt more. The short lines and plain words leave a lot of silence around them. The cold night adds to the sense of loneliness, and the last line, where the man "vanished into the darkness," suggests he is simply swallowed up, unnoticed. The mood is bleak and sorrowful, with a quiet criticism of how easily shelter and kindness can be withheld from the people who need them most.