London was a bad place back in the 1790s. Just ask the speaker of this poem, who takes a walk around an area near the Thames. He can hear all kinds of cries, from adults and kids alike. He sees people who look just awful, a church that's getting blacker all the time, and a palace that appears to have blood on its walls.
In lots and lots of Blake's poems, both in the Songs of Innocence and Experience and elsewhere, being held down, being confined, and the government are usually not the greatest of things. Blake is always about openness, freedom, imagination.