Although he was the brother of Dhṛtarāṣṭra, Vidura was completely different. By the grace of Lord Kṛṣṇa, he was not foolish like his brother, and thus his brother's association could not influence him. Dhṛtarāṣṭra and his materialistic sons wanted to falsely lord it over the world by dint of their own strength. The Lord encouraged them in this, and thus they became more and more bewildered. But Vidura wanted to achieve sincere devotional service of the Lord and therefore became a soul absolutely surrendered to the Absolute Personality of Godhead. He could realize this in the progress of his pilgrim's journey, and thus he was freed from all doubts. He was not at all sorry to be bereft of his hearth and home because he now had experience that dependence on the mercy of the Lord is a greater freedom than so-called freedom at home. A person should not be in the renounced order of life unless he is firmly convinced of being protected by the Lord. This stage of life is explained in Bhagavad-gītā as abhayaṁ sattva-saṁśuddhiḥ: every living entity is factually completely dependent on the mercy of the Lord, but unless one is in the pure state of existence, he cannot be established in this position. This stage of dependence is called sattva-saṁśuddhiḥ, or purification of one's existence. The result of such purification is exhibited in fearlessness. A devotee of the Lord, who is called nārāyaṇa-para, is never afraid of anything because he is always aware of the fact that the Lord protects him in all circumstances. With this conviction, Vidura traveled alone, and he was not seen or recognized by any friend or foe. Thus he enjoyed freedom of life without obligation to the many duties of the world.
When Lord Śrī Kṛṣṇa was personally present in the mortal world in His eternal, blissful form of Śyāmasundara, those who were not pure devotees of the Lord could not recognize Him or know His glories. Avajānānti māṁ mūḍhā mānuṣīṁ tanum āśritam (BG 9.11): He is always bewildering to the nondevotees, but He is always seen by the devotees by dint of their pure devotional service to Him.