Shelley's West Wind, as described in his poem, is characterized as a force essential to the cycle of life. It drives the dead leaves away "like ghosts from an enchanter fleeing," thus ushering in rebirth, and also "chariotest to their dark wintry bed" the seeds like "corpses" which will then arise in spring. While it may appear that the "azure sister of the Spring" is responsible for the flourishing of these seeds, Shelley makes clear that the "preserver," the West Wind, plays a key role in ensuring they can grow at the right time.
A better question, arguably, is whether the West Wind is truly a "destroyer." While it may be a "dirge / Of the dying year," an "impulse" of strength uncontrollable by man, Shelley does not really describe the wind as destroying anything irrevocably. Rather, every destructive impulse of the Wind is really geared toward regeneration; what it destroys—dead leaves or obsolete politics—is already dead, and the Wind is there to disperse it:
Drive my dead thoughts over the universe Like wither'd leaves to quicken a new birth!
At the end of the poem, indeed, Shelley points to this as his key point: "If Winter comes, can Spring be far behind?" The triumphal tone of this conclusion is far from self-pitying; it simply crowns a poem which, throughout, has emphasized that even in seemingly dark times, there is always a promise of rebirth. Shelley pleads for the wind to help "scatter...my words among mankind" and bring about a change ("Spring") which he seems sure will come.
Shelley's west wind is a powerful force, so yes, it both destroys and preserves. Shelley was a political radical, and his "west wind" symbolizes the movement of history, which he believes will sweep away (destroy) the old, corrupt, tyrannous order of European society. He symbolizes this old mindset as dead leaves. The west wind will clear these leaves away to leave room for a new order and a new way of life.
Shelley plays on the dual meaning of the word "leaves": the word means both the leaves on trees that the west wind blows away in autumn and the leaves or sheets of paper that make up a book or a poem—in other words, the leaves people write upon.
Shelley is not being self-pitying, but longing for the powerful winds of history to spread his words (leaves) far and wide the way the west wind scatters the autumn leaves. He does not feel sorry for himself, but wishes to have a strong voice in the world. We could better say he is ambitious and believes his writing is important.
The "wild West Wind" is, indeed, a destroyer in this poem: it drives the dead leaves, the "Pestilence-stricken multitudes," toward "their dark wintry bed." The seeds seem to lie like corpses in the grave, cold and low, until the Spring wind eventually comes. However, this driving of the leaves and burying of the seeds must occur if spring is to come and resurrect them, bringing new life and new hope. In other words, the destruction wrought by the West Wind is ultimately necessary in order to preserve all life for a rebirth; thus, the wind does actually preserve life as well as destroy it.
I do not know that I would say that Shelley is wallowing in self-pity. He certainly, at least, is meditating on mortality and aging and perhaps even the loss or stoppage of creativity. Speaking to the wind, he says, "Drive my dead thoughts over the universe / Like wither'd leaves to quicken a new birth!" Thus, while he (or the speaker of the poem, not necessarily Shelley) admits that his thoughts are "dead," he also recognizes that this death is required in order to "quicken a new birth" and come to life again. This, ultimately, sounds more hopeful to me than it does self-pitying.
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