Hi John
It's funny you bring this up now. I have been reading Volume 2 of the same work. We learn so many details about Mahler's life (he suffered from hemmorrhoids!). Personally, I find it all interesting, especially the conducting work--the music Mahler liked and how his interpretations were perceived adds to the pleasure of reading. De La Grange really seems to capture the lost era of turn-of-the-century Vienna, and it's fascinating.
Does this add to appreciating Mahler's music? As a trained musicologist I want to say NO. Music should stand on its own terms. I personally have never wanted to think about Alma or anything else when listening to Mahler. However, I do think his personal emotions (in the completely abstract sense) enter into his music (and this likely happens with most composers). So sometimes I do think that the music is expressing how Mahller feels about life, the world, nature, etc... It's still very subjective, and sometimes I wonder what people who know nothing about the man think when they hear Mahler for the first time. For example, does it help to understand the possible meaning of Mahler's juxtapositions of musical images or styles? In the 4th movement of M4, for example, does the jangling 'refrain' seem oddly placed next to the lyrical vocal line, or does it make musical sense to someone who doesn't know about Mahler? The question you raise is a long-debated one, and I doubt it can ever be resolved. As a longtime Mahler fan, I always want to know more about his life---but mostly about his conducting and composing career, not so much about the personal details and romantic intrigues. When I listen to the music I hear it as pure, abstract emotion. Where Mahler sets words, as in the KINDERTOTENLIEDER, I think he seems to find words, though written by another, that give a new dimension to his always very strongly characterized music.