In ballads, the speaker often takes on the storyteller role, and that's the case with "Casey at the Bat." The speaker is telling Casey's story. His job is simply to relate the events of the narrative.
Knowing that "Casey…" was written for, and first appeared in, a daily newspaper, we do get kind of a reporter-ly feel from this speaker. (We like to think of him as an old-time sports writer working for the Mudville Gazette. You know the kind of guy we're talking about, cigar hanging out of his mouth and a press pass stuck in his hat.) And like any good reporter, we don't hear much about the speaker's thoughts or feelings regarding the events. We don't know if the speaker had a hotdog or one of those big, warm, salty pretzels (mmm, pretzel). So, the speaker isn't a part of this story, he just tells it.