This phrase is a form of the statement uttered by Jesus as part of his prayer for his disciples before his betrayal.
He makes his dissociation from "the world" multiple times during this prayer. The meaning of which can be analyzed in a myriad of ways, but there are two direct understandings of this:
1.) The overall prayer is an acknowledgment to God the Father that his time on earth has come to a close; that his mission has been completed.
2.) "The World" is a metaphor for secular society that is indulgent in the carnal pleasures that will eventually lead to its damnation.
Both of these options can be accurate; the nature of scripture of course allows for interpretation. The two of course follow each other chronologically.
Leaving the Christian ethos alone, the idea of separating oneself from the general clime has been a mode of living proposed by the more mystical traditions of the East.
For those who have suffered under society, a natural reaction of course would be to distance yourself as far away from society as possible.
This detachment can give you the benefits of "good feelings" of course, since you are no longer "suffering" but the question is...
Have you actually solved your problem?
Of course not; you have only distanced yourself from it.
In this, you will never truly be saved from your suffering.
You must plunge straight into the heart of your problems in order to solve them in their entirety.