Remember Lot's wife. Whoever seeks to preserve his life will lose it, but whoever loses his life will keep it.
Luke 17:32-33

The life that one seeks to save is the life that we lived without Messiah, like Lot's wife's former life in Sodom. Those who seek to save something of their life before they died to sin will lose the new life into which they have been born again.

Lot's wife was rescued from Sodom only to lose the new life she had been given because she was unwilling to give up what she had left behind.