THE SPARROW. The sparrow in the James poem is like Lesbia’s sparrow who appears in several of the Catullus poems. Both sparrows wind up dead.
In Catullus #2 (translation here), Lesbia is accustomed to hold the sparrow in her lap. In Catullus #3 (translation here), the bird now “goes through that gloomy journey
from whence they denied anyone returns.”
In the James poem, the poet identifies with the dead bird because they both have been denied the pathway to Lesbia’s lap. The bird “limps along the same dark road” the poet knows.
There is one element in Catullus that I do not see in the modern poem. It turns out that there is a continuing debate among classical scholars as to whether the sparrow in Catullus represents the poet’s penis, a theory that goes back to the poet Martial, who was born over a hundred years after Catullus. (This is one kind of thing that classical scholars debate.) You can Google the modern debate, but a scholar of Martial endorses the view here that “Martial invariably uses passer [sparrow] Catulli in the sense of membrum virile [male member]”