Various reasons. Once long ago it was the practice to capitalize all English nouns. Here, It may be the style of the period, or imitative of the style of the period in which the poem's tale takes place, which is probably why FitzGerald capitalized Tavern, Muezzin, Saints and Sages , etc.
New words, one handy idiom, and a 2-minute quiz — delivered to your inbox to keep your streak alive.