I think anything can be a poem. Well, perhaps not anything, since I'm not the edgy, radical sort when it comes to writing. I like how you started with a simple question - "What makes me sad?" and then let it build into something more complicated.

That stood out to me, the way you described her nightmares, and not just the narrator's.
And how you made her seem not just an antagonist, but also injured, in her way, by the relationship. And, I don't know what else to say, but your poem is very sad.