면서 있다

what happened while doing something

"-(으)면서" (while) plus 있다 in its "there was, it existed" sense. Six of these eight lines are the fixed shape 면서 있었던 + noun: things that happened on the way to the grave, things over thirteen years with MJ, episodes while learning Korean, memories of worrying about it. So this is the frame for "what went on during that time", not a progressive tense. The other two lines use 있다 differently — things positioned all the way around, and simply being there talking.