The flight of the alone to the Alone is part of the fourth state of consciousness, the mystical marriage, the union of God and His creature. The Dark Night of the Soul is a metaphor for a person's spiritual desolation.
W.H. Auden would not write "Brothers who when the sirens roar..." until 1932; he is clearly familiar with these concepts:
Dare-devil mystic who bear the scars
Of many spiritual wars
And smoothly tell
The starving that their one salvation
Is personal regeneration
By fasting, prayer and contemplation;
Is it? Well,
Others have tried it, all delight
Sustained in that ecstatic flight
Could not console
When through exhausting hours they’d flown
From the alone to the Alone,
Nothing remained but the dry-as-bone
Night of the soul.