He does not want to die at all.
But sometimes he wants to get away from the struggle and the dust of the city, and to be alone with nature; and then, in order to be perfectly alone, he swims.

He would like to fly much better; but he can not.
However, swimming is very much like flying, only the element of water is thicker than air." However, more than the poet's words is suggested here.

We are really told that what a fine mind desires is spiritual life, pure intellectual life--free from all the trammels of bodily necessity.

Is not the swimmer really a symbol of the superior mind in its present condition?
Your best swimmer can not live under the water, neither can he rise into the beautiful blue air.

He can only keep his head in the air; his body must remain in the grosser element.