I've always thought of it as related to a musician's life, or anyone who's "dream" forces them to be basically transient. The call of the road doesn't leave time to settle down, yet he has love for one special someone that haunts him, follows him.
Or, it's just about moving on from any relationship that is near impossible to let go, and mixed feelings about feeling good in life chasing happiness, though a large part of that happiness depends on someone who's no longer there.