One who knows the transcendental nature of My appearance and activities does not, upon leaving the body, take his birth again in this material world, but attains My eternal abode, O Arjuna. Prsadhra, because of his karma, was cursed to take his next birth as a sudra, but because he took to saintly life, specifically concentrating his mind always upon the Supreme Personality of Godhead, he became a pure devotee. Immediately after giving up his body in the fire, he reached the spiritual world, as mentioned in Bhagavad-gita (mam eti), as a result of his devotional situation. Devotional service performed by thinking of the Supreme Personality of Godhead is so powerful that although Prsadhra was cursed he avoided the terrible consequence of becoming a sudra and instead returned home, back to Godhead. As stated in Brahma-samhita (5.54):

Those who engage in devotional service are unaffected by the results of their material activities. Otherwise, everyone, from the smallest microbe up to the King of heaven, Indra, is subject to the laws of karma. A pure devotee, being always engaged in the service of the Lord, is exempt from these laws.