viduro ’pi parityajya
prabhase deham atmanah
pitrbhih sva-ksayam yayau
Translation by His Divine Grace A. C. Bhaktivedanta Swami Srila Prabhupada:
Vidura, while on pilgrimage, left his body at Prabhasa. Because he was absorbed in thought of Krsna, he was received by the denizens of the Pitrloka planet, where he returned to his original post.
Purport by His Divine Grace A. C. Bhaktivedanta Swami Srila Prabhupada:
The difference between the Pandavas and Vidura is that the Pandavas are eternal associates of the Lord, the Personality of Godhead, whereas Vidura is one of the administrative demigods in charge of the Pitrloka planet and is known as Yamaraja. Men are afraid of Yamaraja because it is he only who awards punishment to the miscreants of the material world, but those who are devotees of the Lord have nothing to fear from him. To the devotees he is a cordial friend, but to the nondevotees he is fear personified. As we have already discussed, it is understood that Yamaraja was cursed by Manduka Muni to be degraded as a sudra, and therefore Vidura was an incarnation of Yamaraja. As an eternal servitor of the Lord, he displayed his devotional activities very ardently and lived a life of a pious man, so much so that a materialistic man like Dhrtarastra also got salvation by his instruction. So by his pious activities in the devotional service of the Lord he was able to always remember the lotus feet of the Lord, and thus he became washed of all contamination of a sudra-born life. At the end he was again received by the denizens of Pitrloka and posted in his original position. The demigods are also associates of the Lord without personal touch, whereas the direct associates of the Lord are in constant personal touch with Him. The Lord and His personal associates incarnate in many universes without cessation. The Lord remembers them all, whereas the associates forget due to their being very minute parts and parcels of the Lord; they are apt to forget such incidents due to being infinitesimal. This is corroborated in the Bhagavad-gita (4.5).