Ephraim is Joined to Idols: Let him alone.
This is a direct quotation from the Book of Hosea in the king James version.
Ephraim was the leading tribe of northern kingdom of Israel. In Hosea's prophecy, Ephraim stands for the whole kingdom. The prophet laments that the people have become so devoted to idolatry that they refuse to repent. The phrase let him alone is a sorrowful judgement. It means leave him to the sorrowful consequences of his own choice. He has become so stubborn that further warnings are of no use. God withdraws His attempts to correct him.
It is one of the bleakest statements in Hosea, expressing the tragedy of a heart hardened against the truth.
Joseph Poorgrass is talking in his characteristic way sprinkling biblical quotations --- often apt, sometimes amusingly misplaced --- in his conversations.
Here he uses Hosea's words figuratively, not literally. He means "if someone has firmly made up his mind, there is no use arguing with him. Leave him be."
The novel ends with Bathsheba and Gabriel Oak quietly married. Joseph and his friends accept events with good humour. Joseph Poorgrass suggests that once a person is firmly attached to something others should stop trying to interfere.
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