Hi, Ted,

I cannot attest to any religious or historic reason why people eat sweetbread -- only that of those who've tried it, most say it is extremely delicious when prepared correctly. 

Yes, sweetbread is derived from the thymus of a young animal such as a calf.  We, too, have a thymus (or two of them, as young animals do), one in the neck/throat area and one centered near the heart, which disappear as we age just as the animals' do, which is why sweetbreads come from young animals. 

As Frost explains in "Quandary," he, too, thought that "sweetbreads" meant "brains," but was corrected by a butcher, a cook and a scientific book.  The confusion may have begun because of the similarity between the words "thymus" and "thalamus," the former being a gland, the latter, a part of the brain.

From the Farmer's Cookbook at http://www.bartleby.com/87/0015.html comes the following description:

"A SWEETBREAD is the thymus gland of lamb or calf, but in cookery, veal sweetbreads only are considered. It is prenatally developed, of unknown function, and as soon as calf is taken from liquid food it gradually disappears. Pancreas, stomach sweetbread, is sold in some sections of the country, but in our markets  this custom is not practised. Sweetbreads are a reputed table delicacy, and a valuable addition to the menu of the convalescent."

In human infants and children, the thymus gland(s) are essential to the development of our immune systems, and the same is probably true for animals.  Perhaps Frost was referring to a state of good health that he attributed to eating sweetbreads, particularly in light of the last phrase of the above description.   Or, he was using a bit of satire as poets are oft known to do.