The question asked by this story seems to be, "Why would anyone do such a thing?" When Sir Ernest Shackleton undertakes perhaps the most dangerous voyage of all time, knowing there will be nothing but ice for him to discover, why does he do such a thing? Why does his crew agree to go with him, to work the ropes in deadly low temperatures? Why do five members of the surviving crew return to explore the Drake Passage? The purpose of the non-fictional story seems to indicate human tenacity and bravery in the face of meaninglessness and death.
One could say that Sir Ernest Shackleton's voyage is an act of heroism. This could be said of his entire crew as well. To voyage to the South Pole seems perfectly absurd, but that is what makes them heroic. From an absurdist's point of view, the entire endeavor is a delicious response to the inherent meaninglessness of human life and reality. Why undertake a dangerous exploration of the world's most inhospitable climate? Why not. The worst that can happen to Shackleton's crew is death, which is certain in any case.
The story peaks in intensity when the crew's willingness to die becomes a reality. Their attempt to navigate dangerous icebergs was doomed from the start, because the threats are below the obscurant waters, down past their vision. When, inevitably, the ship is ruptured by ice, the crew scrambles to survive, but many, if not most, die in the icy waters. Again, the existential symbolism is potent. The icebergs, though literal and real, are also a kind of metaphor within nature for the trials and tribulations of life, and when they accept the risk of death, they accept a losing battle against nature's worst.