This is because Le Morte d'Arthur is full of melancholy inducing moments due to the fact that everything will fall apart at a certain point. Arthur's death, and his loss, is inevitable, so is the fall of Camelot, and of his Knights of the Round Table.
The demonstrative pronouns point to something specific within a sentence. The demonstrative pronouns are <em>this, that, these, </em>and<em> those</em>.