How does this poem exemplify a loss of innocence for the narrator?

The death of the fisherman in a terrorist bomb blast does indeed represent a loss of innocence for the speaker to some extent. He is very sad at the death of the man he knew well and deeply respected and condemns the terrorists for their actions. At the same time, the terrorist bomb has shattered his illusions about the supposed solidarity of the members of his tribe, as he calls it.
The fisherman, like the speaker, was a Catholic. But because of the curfew imposed in Derry after the Bloody Sunday massacre, he has chosen to drink in bars normally frequented by Protestants. It is one such bar that is blown up by the Provisional IRA, killing the fisherman in the process. Whatever rhetoric has been used by the terrorists to justify their actions—most notably that they are defending Catholics—is immediately exposed as phony and hollow by this latest outrage. The tribal mentality afflicting both sides means that those who do not subscribe to the dominant narrative of interreligious hatred are singled out as traitors to their community. The fisherman in the poem was himself the victim of this mindset and was subjected to intimidation from his own people:

But he would not be held At home by his own crowd Whatever threats were phoned, Whatever black flags waved.

He would not yield. If he wanted to drink in a bar frequented by Protestants, then he would so without hesitation. His subsequent murder at the hands of his own people forces the speaker to realize that, in this horrendous, bloody conflict, so-called religious solidarity is little more than petty tribalism that dehumanizes those who refuse to go along with it.