This sentence seems to be one of Nietzsche’s early statements, which is what Nietzsche said before he denied Schopenhauer’s previous calling himself the successor of Schopenhauer

The reason why he said this It's because in Schopenhauer's philosophy, life is negative and painful. Life is like a pendulum that swings to the left, empty, to the right, painful. Life swings back and forth in this pendulum. Joy and happiness are only short-lived

Then art Including art and music, it can temporarily break away from the pendulum of people's life will and allow people to sublimate their suppressed impulses. However, these are not essentially the salvation of life's tragedy, so they are called the highest lie.

I hope my answer will satisfy the poster