In the Gita it is said:

man-mana bhava mad-bhakto mad-yaji mam namaskuru |
mam evaisyasi satyam te pratijane priyo ’si me ||

Being my devotee, offer your mind to me. Offer articles to me in worship.. Offer respects to me. I promise that you will come to me without doubt, for you are most dear to me. BG 18.65

In that verse Krsna said “You will come to me without doubt.” This was indicated in the future. “O Arjuna! At the right time you will come to me. But out of affection I today speak to you the method when you will try to attain me because of great separation in the future.”

“I have constantly practiced the process of meditation that you taught to attain you. By that meditation I think of myself as the atma next to the body. But still, my body is an obstacle, because the body gradually makes me think of external objects, and throws me into the ocean of lamentation. Therefore I have decided that I will cultivate what is known as yoga previously practiced which is like the weapon of knowledge recommend in all scriptures to separate the soul from this body. Though I am a spiritual entity, not inquiring whether I am an eternal associate of Krsna or a friend of Narayana, I understand that I am a material human with uncontrolled prema. I have come to the perfection of yoga (yogarudha) for a second only to cover that condition.” That is explained in this verse.

By attainment of the wealth of brahman, lamentation vanishes. This is a statement of Suta, according to his understanding. Actually, giving up the wealth of the material world, one becomes free of lamentation by attaining dear friendship with Krsna in his manifested and unmanifested pastimes (brahma-sampattya). One should completely cut the doubt of duality. One has the doubt “Do I have a relationship with the body or not?” Arjuna’s doubt is as follows. “Actually, though there is a difference between Krsna and me, the doubt is that previously because of mutual friendship, there was oneness between us, but now there is separation (dvaita). Will Krsna again bring me to the oneness of happy friendship?”

Or the meaning can be: he cuts the contemplative doubt “He will drown me in the ocean of suffering by separation (dvaita)?”

Nor should there be fear of further material existence for even the person born in the material world. Because of merging prakrti into the substance without quality, he has no rebirth. The meaning is clear. However, actually, there is no rebirth because he does not have a subtle body (alingatvat) since he is beyond the gunas (nairgunyat), being Krsna’s friend by his very nature (prakrti) which is difficult to perceive (lina).

Or there is another meaning. Arjuna as an amsa of Indra was a jivan-mukta (who had a material body but gave it up). Thus he was without lamentation. He was free of lamentation and illusion arising from investigating the material world (sanchinna- dvaita-samsayah). This is because he was beyond the gunas, having merged prakrti into the gunas. With the disappearance of the subtle body he would not take birth again.