In plain words
Even Yamadharmarāja does not like to leave Dharma
After the Mahābhārata war, Arjuna went to Dvārakā to have darśan of Śrī Kṛṣṇa and did not return for many days. “He has not come back from Dvārakā!” Kuntīdevī was grieving greatly. At last the news came that he was on his way back. Arjuna came back and gave the sad news that Śrī Kṛṣṇa had left the body and gone to His divine abode. The moment she heard that news, Kuntīdevī gave up her life. Unable to live apart from Kṛṣṇa, she went as though she were going to seek Him out. She breathed her last with her head on Dharmaja's lap. Dharmaja could not get up. He called Bhīma: “Make ready the things all of us need to go to the forest,” he said. He called Arjuna and told him to make the arrangements needed for Parīkṣit's coronation. He called Nakula and Sahadeva and told them to arrange the last rites for Kuntīdevī. In this way, while the śrāddha rites for Kuntīdevī went on, on one side, on another side the arrangements were all made for the Pāṇḍavas' journey to the forest, and on yet another for Parīkṣit's coronation. Nowhere had things happened like this. At one and the same time, last rites on one side, a coronation in another place; third, setting out for the forest, having renounced all attachment: all of it was happening on the same day, in the same moment.
On that great last journey Dharmaja walked in front. Draupadī, Bhīma, Arjuna, Nakula and Sahadeva were walking behind Dharmarāja. They were all going along, one behind the other. They were not talking to one another, they were not looking at one another. As they went some distance, Nakula fell. Then Sahadeva fell. Then Bhīma fell. Arjuna fell. Draupadī too fell. In the end Dharmarāja alone carried on the journey. He was one who had lived by truthful speech. He was steadfast in Satya. Yamadharmarāja, who prized such Satya, appeared before him: “Sir! You are Dharmaja; I am Yamadharmarāja,” he said, and taking the form of a dog, he followed none but Dharmarāja. Even Yamadharmarāja did not like to leave Dharma: “Dharma is our very life.