I think there are two points to consider:
1) The way philosophy worked these days, i.e. through poetry and
2) The problem of being "lost in translation".
I think most of us underestimate the wisdom of ancient Greek philosophy. I think that there may even be good reasons for expressing deep insights into the very fabric of Being and our place within it by appeal to Mysticism and in the form of poetry. And I want to illustrate this with a philosophical development that is a good 200 years old, not over 2.000 (references given at the end). In short, I want to make comprehensible what on first sight seems to be archaic and too far away to be rational.
After Kant elevated the transcendental ego to being the highest necessary condition for knowledge and (arguably) the noumenal self in form of the moral law as highest principle of the practical, philosophy was left with the task of finding a common ground for both of them.
After Reinhold as holding the chair for transcendental philosophy in Jena (THE intellectual center of philosophy these times, with Goethe and Schiller) tried and failed in finding it in the relation between subject, object and representation, Fichte (his successor) proposed his Wissenschaftslehre in his lectures of 1794/95.
There, he presented his view of the Tathandlung, i.e. the setting of an absolute self (expressed in I=I), that within itself then sets both the I and the non-I and their mutual limiting.
Hölderlin in April 1795 wrote the little fragment Judgement and Being, where he fundamentally criticises this view. He argues that the I in no sense can ever justify itself, as self and judgement presuppose the difference of subject and object. Therefore, there has to be a primeordinal Being that is undivided.
He will later argue (in letters and the Hyperion) that because every judgement (therefore knowledge) cannot account for this unity and therefore cannot account for world as it really is, but only for our subjective understanding of it. Therefore, he argues, philosophy has to use aesthetic means, i.e. poetry, in order to present truth that is not formulated in judgements and therefore able to convey true insight into Being.
Now we have come to a full circle: It may very well be that ancient Greek philosophers already came to the insight that perception and judgements can never express more than truth relative to our subjective restrains (an idea that can also be found in other pre-socratics, e.g. Heraclitus) and therefore deliberately chose poetry (or, as Heraclitus - and tellingly Nietzsche - Aphorisms) as both a mean to teach the common man (who cannot read at all or most certainly not long treatises) and convey a deeper truth. This idea is exactly what can be found in the Eldest System Programme of German Idealism, in which Hölderlin certainly contributed.
Teaching is for sure an important aspect in what has been written down and therefore known until today, so a way had to be found for it. Poetry basically was THE form of teaching in ancient Greece, and I think it to be doubtful that the philosophers really believed in all the myths they used to express their ideas. They are means to be understood by the adressee and arguably back in the times the only linguistic means for these ideas. Remember, Wittgenstein taught us that we have to play the same language game in order to understand each other. And our language and understanding may all too easy be alienated by what just seemed natural to them.
Regarding the intellectual developments in and after Kant, I propose reading The Twenty-Five Years of Philosophy by Eckart Förster (2012)
For a good setting and interpretation of Hölderlin (that is also rather short) Charles Larmore's Hölderlin and Novalis in The Cambridge Companion to German Idealism editioned by Karl Ameriks (2000).
For how philosophy at least for the last 200 years is stuck in some kind of a dialectics between kantian critical philosophy and the criticism of it (in other terms: Rationalism and Romanticism), see Meillassoux' After Finitude (2008).
For how pre-socratics link to the problem of critique of kantian critical philosophy, there are nice interpretations by Heidegger whose titles I cannot name off the top of my head, especially not in English.