ESV - 18 For in much wisdom is much vexation, and he who increases knowledge increases sorrow.
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The sinful desires of our flesh are never satisfied, we always crave more and more because the things we indulge in quickly lose their appeal. Solomon had started out well in his faith, for example his prayer of dedication at the temple, but Solomon did not obey the Lord and put his trust in God. He indulged the lust of his eyes, the lust of his flesh and the pride of life by amassing Gold (economic power), Horses (military power) and Wives (sensual pleasure) which God had strictly forbidden him. As a result, Solomon lost his way in life. He lost his faith and began to worship false gods, at the urging of his many wives. Solomon quickly got bored after completing his great building projects (temple and palace) and needed something new to entertain himself and engage his mind. As a result, he used his great wisdom to pursue knowledge in every sphere of human life. His conclusion in Ecclesiates was that "Everything is meaningless, a chasing after the wind". Why, because God was absent from every part of his life. That's the one lesson he learned, but it was too late to live a different life.
Wisdom with regard to godliness is valuable, and is to be highly desired and sought. However, from the "under the sun" perspective of the "natural" man (that is, of a person without that divine frame of reference) that Solomon was speaking in Ecclesiastes, the deeper the degree of insight that one possesses regarding the actions and circumstances of people, the more grief one will experience at the incomplete and unsatisfactory nature of human affairs, as well as one's own limitations in knowledge; one's inability to correct intrinsic wrongs; and one's lack of control over circumstances.
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