"do not need your woe..."See in text(Text of the Poem)
Wilcox may be using “woe” for its archaic connotation, the pun that “woman is a woe to man.” The fact that Wilcox is a woman and that “they” refers to “men” suggests that this stanza may be a subtle account of relationships between men and women. In other words, men want pleasure from women, but none of their woes.