A pure devotee like Uddhava has no material afflictions because he engages constantly in the transcendental loving service of the Lord. A devotee feels afflicted without the association of the Lord. Constant remembrance of the Lord’s activities keeps the devotee alive, and therefore Uddhava requested that the Lord please enlighten him with the knowledge of Śrīmad-Bhāgavatam, as previously instructed to Brahmājī.