The delusion of the rich is that they worked hard and earned it, and therefore deserve the privileges only money can buy. Anyone else who wants to be rich can do the same.

I think Jesus' point in the line about the camel and the needle is that people who have accrued enough dosh to be considered rich have probably overlooked or deliberately ignored so many opportunities to do a mitzvah that their afterlife prospects are kinda dim. He makes that point most memorably in Matthew: "Lay not up for yourselves treasures upon earth, where moth and rust doth corrupt, and where thieves break through and steal: But lay up for yourselves treasures in heaven, where neither moth nor rust doth corrupt, and where thieves do not break through nor steal: For where your treasure is, there will your heart be also." Likewise, Jesus looks down on those who want praise for doing good: "So when you give to the needy, do not sound a trumpet before you, as the hypocrites do in the synagogues and on the streets, to be praised by men. Truly I tell you, they already have their reward."