He was talking about the fact that they burden has to do with the white men being better than the people that were their (native) people he was talking about. He stated they were blessed with being better in every sense and that was hard to deal with at the time! Hope this helps!
It sounds like Kipling supported imperialism. Kipling says things like countries must send “the best ye breed” to foreign lands to wait “in heavy harness.” He also uses terms like “captives,” “sullen people,” and “half devil and half child” to describe foreigners. It sounds like Kipling thought Westerners were more advanced than people in non-Western nations.