The phrase 'in vain' can mean futile, without effect or to no avail:
A captive to my galling chain,
I've tried to rise, but tried in vain...

  Save The Boys by Frances E. W. Harper

To do something 'in vain' can also mean to act sacrilegiously -- using the Judeo-Christian God's name in vain is blasphemous and goes against the Ten Commandments1
Thou shalt not take the name of the LORD thy God in vain; for the LORD will not hold him guiltless that taketh his name in vain.   Exodus 20:7, King James Version

1 Frater 219 says that 'taking the Lord's name in vain' means using the name of God to swear to a false statement.
I sit on life's window,
I'm not afraid to slip off the ledge.
Don't dry the tears from my pillow,
they don't slip easy from my face.

Goodbye, brothers and sisters,
my spirit will fly in your face.
I'm not afraid if everything's over,
maybe the future's in space...

So goodbye, brothers and sisters,
don't make me do it your way.
Don't hinder me with your wisdom,
maybe the future's in vain...

In vain.
By Bernard Butler, from People Move On.

Suicide is uncharacteristically dark subject matter for Butler, but the song projects images of freedom rather than sadness... One of those tracks that makes you want to direct a film, just so you can use it in the soundtrack.

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