God alone is sovereign. This means (1) that there is no point in trying to appeal to other deities, and (2) that God is the God of the whole world. This means that when God’s covenant people become no different in their conduct from the nations of the world, they cease to be in any substantial way unique and are nothing more than just another “sinful kingdom.”
Amos 9:1-4 recapitulates many themes from earlier in the book of Amos for climactic effect and even intensifies these themes. Amos says that a fate worse than death is coming for the Israelites, and this fate is absolutely inescapable.