This and the following three sonnets deal with the poet's death; the speaker wonders how his memory will affect the fair lord after he is gone. The very existence of Sonnet 71 presents a paradox, since it is asking the fair lord not to remember his poet friend, but in order to know about this request, he must read the poem. Thus, in reading the poem, he will be remembering the poet. The poem can also be interpreted as a kind of role-reversal: the fair lord so often abandoned the speaker while they were both alive, and the speaker abandons the fair lord by dying.
The reason given in the final couplet for the fair lord to forget the poet and not mourn his death appears rather weak: the criticism of others is hardly a reason not to mourn a friend. However, Sonnets 57 and 58, which discuss the speaker's plight while he waits for attention from the fair lord, who prefers to spend time with other people, suggest that the opinion of the world is, in fact, very important to the fair lord. Thus the final couplet of Sonnet 71 can be seen as a bit sarcastic, pointing out the fair lord's shallow nature.
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The idea that the world is vile is supported by Sonnet 66, which outlines all the vices of the world and the ways it has disappointed the poet, finally concluding with, "Tired with all these, from these would I be gone, / Save that, to die, I leave my love