SB 11.10.35

śrī-uddhava uvāca
guṇeṣu vartamāno ’pi
 deha-jeṣv anapāvṛtaḥ
guṇair na badhyate dehī
 badhyate vā kathaṁ vibho
Word for word: 
śrī-uddhavaḥ uvāca — Śrī Uddhava said; guṇeṣu — in the modes of material nature; vartamānaḥ — being situated; api — although; deha — from the material body; jeṣu — born; anapāvṛtaḥ — being uncovered; guṇaiḥ — by the modes of nature; na — not; badhyate — is bound; dehī — the living entity within the material body; badhyate — is bound; — or; katham — how does it happen; vibho — O my Lord.
Translation: 
Śrī Uddhava said: O my Lord, a living entity situated within the material body is surrounded by the modes of nature and the happiness and distress that are born of activities caused by these modes. How is it possible that he is not bound by this material encirclement? It may also be said that the living entity is ultimately transcendental and has nothing to do with the material world. Then how is he ever bound by material nature?
Purport: 

Due to the influence of the modes of nature the material body generates fruitive activities, which in turn generate material happiness and distress. This material chain reaction is indicated by the word deha-jeṣu. The Personality of Godhead has shown Uddhava that the actual goal of life is liberation, not sense gratification. Although the Lord has indicated that the living entity is liberated by devotional service performed with knowledge and renunciation, Uddhava apparently does not understand the specific means of perfection. According to Śrīla Viśvanātha Cakravartī Ṭhākura, Uddhava’s question implies that we observe even in the activities of liberated souls such external activities as eating, sleeping, walking, hearing, speaking, etc., which are functions of the gross and subtle bodies. Thus, if even liberated souls are situated within the gross and subtle material bodies, then how are they not bound by the material modes of nature? If it is argued that the living entity is like the sky, which never mixes with any other object and therefore is not bound, then one may ask how such a transcendental living entity can ever be bound by material nature. In other words, how would material existence be possible? In order to completely clarify the path of Kṛṣṇa consciousness, Uddhava presents this question to the supreme spiritual authority, Lord Kṛṣṇa.

In the kingdom of māyā there are innumerable speculations about the Supreme Lord, who is variously described as nonexistent, or as possessing material qualities, or as being devoid of all qualities, or as being a neuter object like a eunuch. But through mundane speculation it is not possible to understand the nature of the Supreme Personality of Godhead. Therefore Uddhava wants to clear the path of spiritual liberation so that people can actually understand that Kṛṣṇa is the Supreme Personality of Godhead. As long as one is affected by the modes of nature, perfect understanding is not possible. Lord Kṛṣṇa will now describe to Uddhava further details of spiritual emancipation on the road back home, back to Kṛṣṇa.