To understand Proust, the reader must remember that this is not a specially crafted novel with plot devices arranged perfectly, and as a book, it doesn't exactly reveal its intentions to the reader, so the reader is left to explore the associations that Proust presents. Many of his most significant memories are memories where he was made to long desperately for some ineffable moment in time when he was experiencing a kind of bliss, and that bliss is often romantic in nature.
This is evident in the many women which Proust discusses. As a motif, we see Proust absolutely wrecked by the beauty of a powerful woman. And, it is power that attracts Proust, not just the physical aspect of a woman's beauty. When a woman stands out to him, like the noble Mme de Guermantes, who is so lovely standing outside his home that the memory of seeing her for the first time literally haunts Proust in the prose.
That longing, the unmet desire that Proust seems to describe in sexually charged memories that did not lead to true love or even romance—such a moment is an analog for Swann's Way itself, because along the way he could not take, he discovered something beautiful that he could not have. He was struggling back then to believe that he could attain an elegant home in the country with a smoking hot wife. So, in his life, the moments in time that make him feel hopeless also make him wistful about the past in all its tragic, romantic, ineffable beauty. In other words, he experiences time and reality in a poetical, interpretive way, letting his daily life their place in his daily contemplation of life and its meaning or lack thereof.
