This is the ultimate otherworldly statement: This life is expendable; don’t cling to it. There is a life for each of us after this that no one can take from your Father.
People love to nitpick over the precise meaning of the Greek words Matthew chooses. However, the meaning is obvious from the context — Greek ouranos was typically used to indicate the sky. In Hebrew usage, that was a symbol for the afterlife. We know that the Hebrew people believed in an afterlife as part of the broad Ancient Near Eastern (ANE) cultural background; by no means was this a new idea to the disciples. Everyone understood the Two Realms.
Hebrew Scripture is confusing only to those who approach this from a Western perspective, looking for a way to support their favorite wild theory. Even with all their semantic legalistic wrangling, the Pharisees believed in the afterlife. However, Hebrew writers were careful to avoid attempting a direct description of it, using parables and symbolism to discuss something they knew humans couldn’t understand intellectually. They spoke of it as the abode of their deity, Jehovah, His tents “in the sky.” It was a place in another realm of existence.
Jesus spoke from the background of belief common to His people and the entire ANE for centuries: Don’t fear losing this life. Don’t fear human authority, because that power ends with your physical death — big deal. Revere the Father who has authority beyond this life; curry His favor.
Jesus goes on to talk about how two sparrows could be purchased for an hour’s wage, about enough to make a small meat dish for one person. It was the cheapest form of kosher meat you could find in that part of the world. Yet Jehovah keeps track of every sparrow by name. You can’t catch a single one without His permission. Indeed, He keeps an inventory of every hair on your head. Jesus states flatly that God puts a higher priority on human life than He does for the sparrows He made. By grand understatement, Jesus reminds the Twelve that our Divine Sheikh places high value on His family members.
Any Jewish man in that day would have understood the feudal protocol of proudly claiming Jehovah as his sovereign Lord. By extension, Jesus says, His disciples should proclaim Him as Messiah, the Son of God. Those who faithfully do so will find Jesus standing with them when this life ends and they stand before His Father. This one is Mine, Father! So you should be looking forward to that day, not fearfully hiding from death.
According to this protocol, silence can be taken as denial. Failing to profess one’s feudal commitment to Jehovah was long understood to be the same as rejecting His lordship. Therefore, failure to boldly proclaim Jesus as Messiah would see us standing before the Father with Jesus flatly denying that we are His. And just to rub it in, Jesus says He’s talking about standing before God in His divine courts above, in “the Sky” (Heaven). No Jew mistook the meaning of “sky” in that context; it was a symbol of the afterlife.
If proclaiming Jesus meant getting killed, it also meant the Father was satisfied with your obedience and it was time to retire to your reward in Heaven.