The poem "The Wind" by James Stephens. Why do you think the poem was written?

Concerning "The Wind," by James Stevens, unless one has some direct evidence from within the poem or direct, external evidence (the author's own statements, a relative's statements, knowledge of the historical circumstances the poem was written under), one can't really speculate as to why a certain poem was written.  And I'm afraid I don't have any external evidence for you, and there isn't any internal evidence in the poem.

I can tell you that Stevens often personified natural forces.  He presented nature as something humans were at the mercy of, something humans could not control.  And nature differs from humans in that humans can feel mercy, but nature cannot.  Nature is merciless to Stevens, and "The Wind" reflects this.