I think it means that your life can seem so perfect ('you lock your castle door behind you to go for a ride, your shiny car roars...') to other people, or you can be well off, but it doesn't mean you can't have emotional pain. I think it's trying to say that material things can't make you happy, and that sadness isn't always controlled by outside situations, because often it's triggered more by inner feelings.
I think it means that your life can seem so perfect ('you lock your castle door behind you to go for a ride, your shiny car roars...') to other people, or you can be well off, but it doesn't mean you can't have emotional pain. I think it's trying to say that material things can't make you happy, and that sadness isn't always controlled by outside situations, because often it's triggered more by inner feelings.