Bach’s Brandenburgische Konzerte are not the epitome of absolute music, as some scholars contend; rather, they comprise an allegory of princely virtues. This reading of the works puts them in the framework of both Bach’s cantatas and the allegorical iconography that was common in the decorations of Baroque palaces.
Although not all the concertos were conceived in relation to the Margrave Christian Ludwig of Brandenburg, they were chosen for the cycle dedicated to him and are meant to reflect themes connecting him to particular figures in classical mythology: the hunter (Diana), the hero (Hercules), the patron of the arts (Apollo and the Muses), the shepherd (Pan), the lover (Venus and Mars), and the scholar (Athena).
This according to “Bachs mythologisches Geheimnis: Philip Pickett, Reinhard Goebel und das verborgene Programm der Brandenburgischen Konzerte” by Karl Böhmer (Concerto: Das Magazin für Alte Musik XII/109 [December–January 1995–96] pp. 15–17).