For the benefit of those who did not know, nativity is the birth of Christ, so this is a play about it and the persona is supposed to act as an angel in the play.
The tone of this poem is rather cynical and it's about the loss of a child's innocence. The cynical tone is used to achieve the purpose, which is to uncover the truth behind myth.
The poem is about this kid who has lost his/her belief in those myths or things deemed unreal. In this case it's angels.
So at first he/she gets the role and he/she's like,
angels are silly.
Then later he/she goes on to question what exactly are angels. And then he/she comes to a conclusion that "I don't believe in angels". I'm not really sure what I believe in but for this kid, it's probably like,
In the second last stanza, we see that the dude is kinda disappointed actually. Disillusioned maybe. Like, he just realized there is nothing to believe in, not even angels.
"I've too much earthly weight
to rise off the ground."
Come on you gotta admit that sounds sad D: he/she sounded like such an angel critic at the front and was so whiny and all but then this stanza comes along and you feel this slight tinge of sadness inside.
So yeah this sadness comes from him/her losing his/her innocence. Which is. Sad.
And I'm done with the important annotations in my book.