Along with the lyrics, the singer simply posted:
"I never met Mozart, I never met Duke Ellington or Charlie Parker
I never met Elvis But I met Prince – Bono"
The song's lyrics talk about how "the Cross" is a symbol of hope which counters all of the darkness in this world. He reassures those without hope that "he [Jesus] is coming", promises there will one day be "bread 4 all", and urges listeners to "bear the cross" too, an allusion to Jesus' words in Luke 9:23: "Then he said to them all: 'Whoever wants to be my disciple must deny themselves and take up their cross daily and follow me.'"
Poignantly, 'The Cross' has Prince repeatedly uttering the urgent words "don't die without knowing the cross". While his religious journey was varied and complicated, given the content of this song and many others like it, it seems very likely that he followed his own advice.