The story is a metaphor. We are like that man in prison, and we think that to be free, someone or something outside of us should give us the answers. We think if we have more money or have better relationships or become more accomplished or know the meaning of this life etc, then we could be happy. We fail to see that the path to our own freedom and happiness lies within us. It has been there all along.
Our body is like the prayer rug. Just as the path to escape is woven into the prayer rug, our body is the storehouse of our karmas. Every action we have taken lives in this physical body. Every kindness we've shown, every violence we've participated in, every joy we've experienced, every pain we've felt is contained in this body. When we experience tightness or openness, tension or ease, our mind also reacts to it. The observation of how our mind reacts is part of the asana practice. By paying attention to the tendencies and habitual patterns of the mind, we can decipher that we are more than this body and mind, and we can free ourselves from our self-imposed bondages. The body then is not what keeps us from freedom; it is this body that will take us to freedom. And that is why we practice asana.