When we die we leave everything on earth. We don't take anything with us. Even the richest people cannot take their money with them after death. This proverb reminds us that some material or worldly things are not really so valuable as we may think.
According to this saying, "good zeal" cannot exist. It seems that zeal is inherently dangerous. When zeal is not a virtue, by definition it is not good. When zeal is a virtue, according to this saying it is dangerous, which is also not good. This saying relies heavily on paradox for its effect.