Lana Del Rey wonders on this song if we are at the end of an era, as she contemplates the damage done by the current American political regime. She recalled:
"I actually went back and forth about keeping it on the record, because I didn't want it there if it would make people feel worse instead of better. It's not apathetic. The tone of the production is very dark, and doesn't lead to a f--king happy feeling. And the question it poses: Is this the end of America, of an era? Are we running out of time with this person at the helm of a ship? Will it crash? In my mind, the lyrics were a reminder not to shut down or shut off, or just don't talk about things. It was more like stay vigilant and keep dancing. Stay awake."
Speaking of the mood while recording Lust For Life during the US 2016 election, Lana Del Rey told Pitchfork:
"All the guys in the studio, we didn't know we were going to start walking in every day and talking about what was going on. We hadn't ever done that before, but everyday during the election, you'd wake up and some new horrible thing was happening. Korea, with missiles suddenly being pointed at the western coast.
With 'When the World Was at War We Kept Dancing,' I was posing a real question to myself: Could this be the end of an era? The fall of Rome?"
Lana Del Rey discussed with Elle magazine the political influences on Lust For Life, "I think it would be weird to be making a record during the past 18 months and not comment on how [the political landscape] was making me or the people I know feel, which is not good," she said. "It would be really difficult if my views didn't line up with what a lot of what people are saying."