Corelli states that women are like mandolins. Pelagia's wrists remind him of the neck of a mandolin, while he imagines that her breasts are like the rounded backs of mandolins. Whenever he plays Antonia, he thinks of Pelagia as though she's music. Her laughter, questions, and teasing are all different notes, and the guns in the distance become the drums in their symphony. She worries about the war and he knows that she's waiting for a time when they can love each other openly.
Corelli's ability to look at Pelagia like a mandolin and their interactions with each other like music shows that for him, music is a way to escape the horrors of war and assign a deeper meaning to the good things that the war lets him experience. By turning the guns into drums, he indicates that he can also make horror seem beautiful.
Corelli tells Pelagia that he's composing a march for her and plays some of it. Suddenly, she becomes angry and asks why he can come and play her beautiful music while Greece is pillaged and traded among lying dictators. She runs away. Corelli knows that she hates him because she loves him, and he's unwilling to stand up to the evil. Ashamed, he returns to thinking about how women are like mandolins and how the war brought them together and is pulling them apart. "Pelagia's March" is the only way he can give voice to any of this.
Corelli's assessment of Pelagia's anger and the role the war plays in their relationship suggests that the beauty of war is contingent on there being a war in the first place--something naturally bad that's harming them both. Note too that what Pelagia takes offense to is the fact that nobody on the international stage cares much about Greece, which is why the war is still raging there.