I think it's wrong to say the classification has never been used. I see on poetry sites often that poems are sorted in horror, fantasy, what ever...I'm sure poetry has been classified as either non-fiction and fiction as well...at least somewhere once....generally, maybe not

apparently good reads uses the classification non-fiction for poetry
http://www.goodreads.com/shelf/show/nonfiction-poetry

Poems are classified thematically, sure. But categorizing poetry as fiction or nonfiction doesn't make much sense to me.

Poetry isn't either fiction or non-fiction. It doesn't really fit into any of those categories, although certain elements of a poem could be regarded as fictional or historical. For example, a poem could be based on a historical event..

First of all, does it really matter? I guess if pressed, I would say both. I mean Robert Browning's "Childe Roland to the Dark Tower Came" is clearly fictional. Robert Frost's "Fire and Ice" is non-fiction. Others are hard to classify. My advice: Don't worry about it.