I have never claimed I think the song is about brexit just because it rhymes with exit. I heard him say brexit when he sang it on the BBC. No other thought about the song actually being about the UK or brexit crossed my mind. Then somebody on here posted this:
Here's a rundown of one possible meaning behind the lyrics of 'Jacky' (I'm using the incomplete version of the lyrics which has been posted online):
Jacky's always happy when she's up on the stage [Jacky = Union Jack = Britain. Up on stage = powerful on the world stage; being centre of attention, making waves, leading the way with others following along behind.]
I make this claim now let me explain
Since she lost you [a loss of national sovereignty and being in control of its own affairs.]
Jacky's always happy when she's up on the stage
She's [?] the truth of make believe [Make believe = Britain has been in a state of denial about its loss of influence and relevance, and about cultural changes morphing it into a place beyond recognition.]
Since she lost you
She is determined to prove
How she can build up the pain
Of every lost and lonely day
Jacky's always happy when she's up on the stage
She'll make you believe what you'll never believe
Since she lost you
Jacky's only Jacky when she's up on the stage [Being conquerors, innovators, and being at the head of the pack is how Britain made its name; it isn't Britain when it goes quiet and fades into the background or since it became just another country in an 'ever closer union'.]
Since she lost you
She is determined to prove
How she can build up the pitch
Of every lost and lonely day [Determined to prove, to themselves and to the world, that what has been lost can be regained.]
Queue lights I am singing to my lover at night [the lover is the country; daydreaming and waxing lyrical about what the country used to be and could be again.]
Scene two everyone who comes must go [The crass explanation is that immigrants/refugees must be sent back to their countries of origin. It could also be a reference to death and therefore cultural change/loss.]
Scene four it's blacker than ever before [a metaphor for the bleak fate of Britain, the more crass reading here is that it refers to the ethnic make-up of a sizable percentage of the new arrivals. It could be either, or both (or neither).]
Scene six this country is making me sick [see scene four]
Jacky cracks when she isn't on stage [societal breakdown]
Seen the effects of sexual neglect [sexual neglect = native Britons not having enough children of their own, with birth rates below replacement level?]
No script, to crew, no autocue
No audience telling her what to do [breaking free of 'experts', media, celebrities, and politicians dictating to them the direction in which the country should go; henceforth going it alone.]
Exit, exit
Everybody's heading to the exit, exit
Everybody's running to the exit, exit
[The people have had enough of the current state of affairs and are taking steps towards determining their own destiny again. Exit = Brexit.]