When asking about EN, you have to provide context or the antecedent. So I have taken the liberty of doing so:

[…]le vin le délivrera des mythes, lui ôtera de son intellectualité, l’égalera au prolétaire; par le vin, l’intellectuel s’approche d’une virilité naturelle, et pense ainsi échapper à la malédiction qu’un siècle et demi de romantisme continue à faire peser sur la cérébralité pure (on sait que l’un des mythes propres à l’intellectuel moderne, c’est l’obsession «d’en avoir»).

avoir de followed by an uncountable noun becomes EN if you refer back to it: for example, avoir du lait, avoir de la peine, avoir de la cérébalité pure. If you remove the noun, the pronoun that replaces it is EN.

The en pronoun refers back to “cérébalité pure” or pure cerebrality. For milk, the EN would be translated as: to have some [of it]. And here, to have some also. Only not milk, but rather some of that pure cerebrality.

Kindly note: Since the word is Latin based and in English, we have the same adjective as in French, I am coining the word in English as Barthes did in French.

[…] on sait que l’un des mythes propres à l’intellectuel moderne, c’est l’obsession «d’en avoir»

[…] we know that one of the myths proper to the modern intellectual is an obsession with “having some” of this. [You can leave off the of this if that seems better to you.]

Barthes’ text called Le Vin et Le Lait

What Barthes says is that modern intellectuals try to be “real men” (and not men who can only think and never act) so they do “real men” things, i.e. drink wine.
“En avoir” actually refers back to “virilité naturelle” and means “to have balls”. Excuse the French…