I have always heard this and understood it, but it has just revealed a deeper meaning to me. I was thinking about my experience with Alyssa. I had found a perfect thing, the thing I had always wanted, but I compromised on a lot of my values in order to get it. Peace of mind and Spirit is all that matters. There are things that of course you may want, but you must get them in a way you are proud of or it is genuinely useless because self-esteem and peace of mind will only ever come through doing things you are proud of. Doing things that you are proud of is also your best gauge on Truth. If you go against that internal Truth you will feel no pride in yourself or your winnings. If you lose your soul to gain the world, you have gained a world not that you wish to inhabit, but that someone else with a different soul wished to inhabit.
I think to have gained the world but lose your soul gets the order of operations wrong. People often lose their souls trying to gain the world.