Although the Captain is gone, the crew and the ship are safe, so the Captain has in fact done what he was tasked to do. Again, in the last three lines, the crew member, during a celebratory parade to the port, still remembers that his fallen captain is still lying on the deck. Now that I think about it, another potential meaning of this poem could be that Whitman is trying to show that there is no absolute victory in a war. In any war, each side loses in some way. It can really put life into perspective; no matter how great the victory, there will always be losses in any struggle. Maybe "Captain" is just an intangible idea like, say, a person's morality. For example, imagine if a thief stole a purse, then he would technically have to lose some morality if there is a celestial object.