A shopaholic is someone that is addicted to shopping. Shopping is the act of buying goods. A sale is a period of tiime when a retailer sells goods at a reduced price. "Sale away" sounds like "sail away" and "sail away" means to depart. The joke is on the word "sale away" because it sounds like "sail away" but a sale relates to the shopaholic as it is something they tend to seek and like.
Shopaholics never die , they just sale away .