Here's the melody and the bass part in the first line of the refrain:
In each of the first three measures here, the bass part alternates between two pitches. Musically, this gives an impression of the "marching" that's in the text: "Onward, Christian soldiers, / Marching as to war."
This feature is also present in the Lutheran Worship arrangement (#518), but it's not in The Lutheran Hymnal arrangement (#658).