This sentence is not meant to express pride and vanity. What it means to say is this: "I have no desire for your wealth; I only desire that you should believe, or at least submit to a righteous system. if you agree to neither of these alternatives, it is not possible for me to accept the bribes of wealth and leave you tree in the, matter of a polytheistic and wicked system of life. What my Lord has given me is enough for me to cherish any desire for your wealth.
Tafsir Ibn-Kathir:
More than one of the scholars of Tafsir among the Salaf and others stated that she sent him a huge gift of gold, jewels, pearls and other things. It is apparent that Sulayman, peace be upon him, did not even look at what they brought at all and did not pay any attention to it, but he turned away and said, rebuking them:
("Will you help me in wealth'') meaning, `are you trying to flatter me with wealth so that I will leave you alone with your Shirk and your kingdom'
(What Allah has given me is better than what He has given you!) means, `what Allah has given to me of power, wealth and troops, is better than that which you have.'
(Nay, you rejoice in your gift!) means, `you are the ones who are influenced by gifts and presents; we will accept nothing from you except Islam or the sword.'
Muhammad Asad Explanation:
( Now when [the Queen's messenger] came unto Solomon, he said: "Do you people mean to add to my wealth? But that which God has given me) I.e., not only worldly wealth but also faith, wisdom and an insight into realities normally hidden from other men.
( is [so much] better than all that He has given you! Nay, it is [only such as] you that would rejoice in this gift of yours!) I.e., people who prize only material things and have no inkling of spiritual values.
Yusuf Ali Explanation:
Poor Bilqis! She thought she had arranged with womanly tact to conciliate Solomon, and at the same time pacify her warlike subjects! But the effect of the embassy with presents was the very opposite. Solomon took it as an insult that she should send her presents instead of her submission to the true Religion! He flung back the presents at her, as much as to say, "Let these baubles delight your own hearts! Allah has blessed me with plenty of worldly goods, and something infinitely better, viz.; His Light and Guidance! Why do you say nothing about that?"
Explanation Qur'an Wiki:
We see the queen’s emissaries delivering her gift to Solomon who takes them to task for thinking that they could buy his peace with money, seeking to divert him from calling on them to believe in God. He announced his final ultimatum, in clear and powerful terms. His answer derides money, scorning its use in a situation that involves advocacy of the faith, where it can be of no use. He has given me things that are far superior to wealth; namely, knowledge, prophethood and the service of the jinn and birds. No material thing, rich as it may be, holds any attraction for me: “Yet you rejoice with your own gift.” (Verse 36) Such worldly luxuries may please the likes of you who have no bond with God and who do not receive His gifts.
What we learn from this verse is that the glitter of gifts (behind which ulterior motive of bribery are hidden) should never be a choice for a true believer to accept. For if it is done, there are many chances that one would fall into a trap of illegally gratifying the one offering the gifts and turning things into his favour. This may have very serious consequences specially when it comes to the rulers of a country dealing with other countries. Weaker states my succumb to luring gifts and thus being trapped and sacrificing their own interest and serving the bigger nations for whom a few billions are good enough bait for the dishonest rulers.
Likewise, the dishonest rulers would buy the people to support their unjust rule. Unfortunately we see these happening to many a Islamic countries today which are on one hand falling into the debt trap and at the same time lowering their guards to allow the materialization of interests of their masters.
May Allāh (سبحانه و تعالى) help us understand Qur'ān and follow the Sunnah of Prophet Muhammad ﷺ, which is embodiment of commandments of Allah contained in the Qur'ān. May Allah help us to be like the ones He loves and let our lives be lived helping others and not making others life miserable or unlivable. May all our wrong doings, whether intentional or unintentional, be forgiven before the angel of death knocks on our door.