I'm not so sure the "burning of the midnight lamp" refers to sleeping with a woman. If it's about loneliness, he's alone, which means he probably isn't with a woman. It is possible to feel lonely if you're sleeping with a woman you don't love I suppose, maybe even more lonely cuz you're not with one you want to be with. Anyways, I think the "burning of the midnight lamp" means that he's burning the midnight lamp which is the light that keeps him alive... 'til midnight, the light keeping the darkness away so he can live to another day. And I'm speaking metaphorically about the light and darkness... I'm not saying he's actually keeping the light on til midnight, lol.
I'm not so sure the "burning of the midnight lamp" refers to sleeping with a woman. If it's about loneliness, he's alone, which means he probably isn't with a woman. It is possible to feel lonely if you're sleeping with a woman you don't love I suppose, maybe even more lonely cuz you're not with one you want to be with. Anyways, I think the "burning of the midnight lamp" means that he's burning the midnight lamp which is the light that keeps him alive... 'til midnight, the light keeping the darkness away so he can live to another day. And I'm speaking metaphorically about the light and darkness... I'm not saying he's actually keeping the light on til midnight, lol.