This line, the last in the poem, is meant to emphasize the theme of the whole poem. The theme of this poem is one that is very much in keeping with transcendentalism, the philosophy that Emerson was connected with. Transcendentalism emphasizes (among other things) the idea that all of creation is in some way connected and that we as human beings are simply part of that creation.
In this whole poem, we repeatedly see how this is true. We see, for example, that the sea shells are no longer beautiful when they are taken out of their context. We see the same thing when the narrator takes the sparrow out of its proper environment. What Emerson is saying is that we cannot just take one aspect of nature and enjoy it on its own. Instead, we have to look at the whole to truly appreciate it.
This is what happens to the narrator at the end of the poem. He comes to understand that things have to remain a part of the whole in order to have the beauty and meaning they are supposed to have. When he understands this, he yields to “the perfect whole” and truly becomes one with nature, understanding that he is connected to everything else in the world just as transcendentalists say.