One of them is dying, possibly from an illness, and the other one's singing about how their lover's condition is getting worse ("Sweet thing, I watch you, Burn so fast it scares me") and how they don't want them to die ("My game, please don't leave me, Come so far, don't lose me").
To me, this song is about two lovers.
One of them is dying, possibly from an illness, and the other one's singing about how their lover's condition is getting worse ("Sweet thing, I watch you, Burn so fast it scares me") and how they don't want them to die ("My game, please don't leave me, Come so far, don't lose me").